Donsker-Type Theorem for Numerical Schemes of Backward Stochastic Differential Equations
This article studies the theoretical properties of the numerical scheme for backward stochastic differential equations, extending the relevant results of Briand et al. with more general assumptions. To be more precise, the Brown motion will be approximated using the sum of a sequence of martingale d...
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| Hlavní autoři: | , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
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MDPI AG
2025-02-01
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| Edice: | Mathematics |
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| On-line přístup: | https://www.mdpi.com/2227-7390/13/4/684 |
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