Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration
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Publication:1805768
DOI10.1016/S0304-4149(98)00013-1zbMath0932.60047OpenAlexW1996987276MaRDI QIDQ1805768
Jean Mémin, François Coquet, Vigirdas Mackevičius
Publication date: 18 November 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00013-1
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)
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- Weak limit theorems for stochastic integrals and stochastic differential equations
- Stability of backward stochastic differential equations
- Filtration stability of backward sde's
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