节点文献
A Limit Theorem for Solutions of Backward Stochastic Differential Equations
【Abstract】 A limit theorem for solutions of backward stochastic differential equations was established. It extends aresult of Briand et al.
【关键词】 backward stochastic differential equation;
generator;
converse comparison theorem;
【Key words】 backward stochastic differential equation; generator; converse comparison theorem;
【Key words】 backward stochastic differential equation; generator; converse comparison theorem;
【基金】 Projects 10131030 supported by the National Natural Science Foundation of China , Science Foundation of CUMT
- 【文献出处】 Journal of China University of Mining & Technology ,中国矿业大学学报(英文版) , 编辑部邮箱 ,2005年03期
- 【分类号】O211.63;
- 【被引频次】1
- 【下载频次】42