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Volumn 6, Issue , 2001, Pages 1-14

Donsker-type theorem for bsdes

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EID: 0007788329     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v6-1030     Document Type: Article
Times cited : (78)

References (15)
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    • V. Bally, Approximation scheme for solutions of BSDE, Backward stochastic differential equations (N. El Karoui and L. Mazliak, eds.), Pitman Res. Notes Math. Ser., vol. 364, Longman, Harlow, 1997, pp. 177-191.
    • (1997) Approximation Scheme for Solutions of BSDE , vol.364 , pp. 177-191
    • Bally, V.1
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    • 0030520557 scopus 로고    scopus 로고
    • Numerical methods for forward-backward stochastic differential equations
    • J. Douglas, J. Ma, and Ph. Protter, Numerical methods for forward-backward stochastic differential equations, Ann. Appl. Probab. 6 (1996), no. 3, 940-968.
    • (1996) Ann. Appl. Probab , vol.6 , Issue.3 , pp. 940-968
    • Douglas, J.1    Ma, J.2    Protter, P.H.3
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    • 0031542653 scopus 로고    scopus 로고
    • Backward stochastic differential equations in finance
    • N. El Karoui, S. Peng, and M.-C. Quenez, Backward stochastic differential equations in finance, Math. Finance 7 (1997), no. 1, 1-71.
    • (1997) Math. Finance , vol.7 , Issue.1 , pp. 1-71
    • El Karoui, N.1    Peng, S.2    Quenez, M.-C.3
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    • 0025262967 scopus 로고
    • Adapted solution of a backward stochastic differential equation
    • E. Pardoux and S. Peng, Adapted solution of a backward stochastic differential equation, Systems Control Lett. 14 (1990), no. 1, 55-61.
    • (1990) Systems Control Lett , vol.14 , Issue.1 , pp. 55-61
    • Pardoux, E.1    Peng, S.2
  • 13
    • 0000268709 scopus 로고
    • Stochastic partial differential equations and their applications (Charlotte, NC, 1991) (B. L. Rozovskii and R. B. Sowers, eds.), Lecture Notes in Control and Inform. Sci., vol. 176, Springer, Berlin
    • E. Pardoux and S. Peng, Backward stochastic differential equations and quasilinear parabolic partial differential equations, Stochastic partial differential equations and their applications (Charlotte, NC, 1991) (B. L. Rozovskii and R. B. Sowers, eds.), Lecture Notes in Control and Inform. Sci., vol. 176, Springer, Berlin, 1992, pp. 200-217.
    • (1992) Backward Stochastic Differential Equations and Quasilinear Parabolic Partial Differential Equations , pp. 200-217
    • Pardoux, E.1    Peng, S.2
  • 15
    • 0011704065 scopus 로고    scopus 로고
    • Stability of stochastic differential equations driven by general semimartingales
    • Polish Academy of sciences, Warszawa, Poland
    • L. Slominski, Stability of stochastic differential equations driven by general semimartingales, Dissertationes Math. (Rozprawy Mat.), vol. 349, Polish Academy of sciences, Warszawa, Poland, 1996.
    • (1996) Dissertationes Math. (Rozprawy Mat.) , vol.349
    • Slominski, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.