Convergence of solutions of backward stochastic equations

  • I. A. Erisova

Abstract

We establish conditions for the weak convergence of solutions of backward stochastic equations in the case of the weak convergence of coefficients.
Published
25.07.2009
How to Cite
Erisova, I. A. “Convergence of Solutions of Backward Stochastic Equations”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 61, no. 7, July 2009, pp. 922-38, https://umj.imath.kiev.ua/index.php/umj/article/view/3067.
Section
Research articles