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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| 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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