Academic Journal
Donsker-type theorem for BSDEs : Rate of convergence
| 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 |
| Accession Number: | edsair.CSC...........89287db4052e7569e4385fb84c764e06 |
| Database: | OpenAIRE |
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