scientific article; zbMATH DE number 7112289

DOI10.16205/J.CNKI.CAMA.2019.0017zbMath1438.60050MaRDI QIDQ5198277

Xuejun Shi, Qun Feng, Long Jiang, De-Jian Tian

Publication date: 2 October 2019

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

zbMATH Keywords

weak convergencebackward stochastic differential equationpenalization methodnonlinear Doob-Meyer decompositionmonotonic limit theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) (L^p)-limit theorems (60F25)

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Representation of filtration-consistent nonlinear expectation by g-expectation in general framework

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