A Limit Theorem for Solutions of Backward Stochastic Differential Equations
A Limit Theorem for Solutions of Backward Stochastic Differential Equations
摘要
A limit theorem for solutions of backward stochastic differential equations was established. It extends aresult of Briand et al.
A limit theorem for solutions of backward stochastic differential equations was established. It extends a result of Briand et al.
基金
Projects 10131030 supported by the National Natural Science Foundation of China , Science Foundation of CUMT
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