Abstract
We have obtained the following limit theorem: if a sequence of RCLL supersolutions of a backward stochastic differential equations (BSDE) converges monotonically up to (yt) with E[supt \yt|2]
Cite
CITATION STYLE
APA
Peng, S. (1999). Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer’s type. Probability Theory and Related Fields, 113(4), 473–499. https://doi.org/10.1007/s004400050214
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