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Donsker-type theorem for BSDEs : Rate of convergence

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Title: Donsker-type theorem for BSDEs : Rate of convergence
Authors: Briand, Philippe, Geiss, Christel, Geiss, Stefan, Labart, Céline
Source: Bernoulli. 27(2):899-929
Publisher Information: 2021.
Publication Year: 2021
Subject Terms: konvergenssi, ta111, approksimointi, differentiaaliyhtälöt, stokastiset prosessit
Document Type: Article
Language: English
ISSN: 1350-7265
DOI: 10.3150/20bej1259
Access URL: http://juuli.fi/Record/0378637621
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