On Donsker type theorem for discretely reflected backward SDEs
type: Item
instance of: scholarly article
zbMATH Open document ID: 1342.60089
author: A. Korzeniowski
author: W. Ventura
publication date: 2016-06-22T00:00:00Z
full work available at URL: 3.pdf
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 6596357
zbMATH Keywords: backward stochastic differential equations
zbMATH Keywords: discrete reflection
zbMATH Keywords: Donsker-type theorem
zbMATH Keywords: discretization
zbMATH Keywords: convergence of filtrations
zbMATH Keywords: Skorokhod topology
MaRDI profile type: Publication
title: On Donsker type theorem for discretely reflected backward SDEs
published in: Dynamics of Continuous, Discrete \& Impulsive Systems. Series A. Mathematical Analysis
description: scientific article; zbMATH DE number 6596357