Donsker-type theorem for BSDEs.
Briand, Philippe; Delyon, Bernard; Mémin, Jean
Electronic Communications in Probability [electronic only] (2001)
- Volume: 6, page 1-14
- ISSN: 1083-589X
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topBriand, Philippe, Delyon, Bernard, and Mémin, Jean. "Donsker-type theorem for BSDEs.." Electronic Communications in Probability [electronic only] 6 (2001): 1-14. <http://eudml.org/doc/121515>.
@article{Briand2001,
author = {Briand, Philippe, Delyon, Bernard, Mémin, Jean},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {backward stochastic differential equation (BSDE); stability of BSDEs; weak convergence of filtrations; discretization},
language = {eng},
pages = {1-14},
publisher = {University of Washington},
title = {Donsker-type theorem for BSDEs.},
url = {http://eudml.org/doc/121515},
volume = {6},
year = {2001},
}
TY - JOUR
AU - Briand, Philippe
AU - Delyon, Bernard
AU - Mémin, Jean
TI - Donsker-type theorem for BSDEs.
JO - Electronic Communications in Probability [electronic only]
PY - 2001
PB - University of Washington
VL - 6
SP - 1
EP - 14
LA - eng
KW - backward stochastic differential equation (BSDE); stability of BSDEs; weak convergence of filtrations; discretization
UR - http://eudml.org/doc/121515
ER -
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