Convergence of solutions of backward stochastic equations

We establish conditions for the weak convergence of solutions of backward stochastic equations in the case of the weak convergence of coefficients.

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Bibliographic Details
Date:2009
Main Authors: Erisova, I. A., Єрісова, І. А.
Format: Article
Language:Ukrainian
English
Published: Institute of Mathematics, NAS of Ukraine 2009
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/3067
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal