scientific article

zbMath1342.60089MaRDI QIDQ2814505

Wilber Alexander Ventura, Andrzej Korzeniowski

Publication date: 22 June 2016

Full work available at URL: http://online.watsci.org/abstract_pdf/2016v23/v23n3a-pdf/3.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

discretizationbackward stochastic differential equationsSkorokhod topologydiscrete reflectionDonsker-type theoremconvergence of filtrations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Functional limit theorems; invariance principles (60F17)

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