Donsker-type theorem for BSDEs
type: Item
instance of: scholarly article
title: Donsker-type theorem for BSDEs
zbMATH Open document ID: 0977.60067
author: Philippe Briand
author: Bernard Delyon
author: Jean Mémin
published in: Electronic Communications in Probability
publication date: 2001-07-09T00:00:00Z
full work available at URL: https://eudml.org/doc/121515
full work available at URL: paper1.abs.html
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 1615218
zbMATH Keywords: backward stochastic differential equation (BSDE)
zbMATH Keywords: stability of BSDEs
zbMATH Keywords: weak convergence of filtrations
zbMATH Keywords: discretization
MaRDI profile type: Publication
OpenAlex ID: W2129289929
DOI: 10.1214/ECP.V6-1030
description: scientific article; zbMATH DE number 1615218