Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type

Probability Theory and Related Fields

Volumn 113, Issue 4, 1999, Pages 473-499

  Peng, Shige ^a  

^a SHANDONG UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039529012     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400050214     Document Type: Article

References (16)

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