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On Weak Convergence of Filtrations · Study

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ChapterOn Weak Convergence of Filtrations

François Coquet2001

Chapter2001

On Weak Convergence of Filtrations

François Coquet · Jean Mémin · Leszek Słomiński

45 citations·0/0 files stored·Lecture notes in mathematics

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Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

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References

1989Stopping Times and Tightness. II 1993Backward-Forward Stochastic Differential Equations 1989Stability of strong solutions of stochastic differential equations

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2010Extending dynamic convex risk measures from discrete time to continuous time: A convergence approach 2013BS$\Delta$Es and BSDEs with non-Lipschitz drivers: Comparison, convergence and robustness 2023Numerical methods for backward stochastic differential equations: A survey 2007Convergence of values in optimal stopping and convergence of optimal stopping times 2022Estimating processes in adapted Wasserstein distance

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Details

Year2001

Typechapter

Published2001-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languageen

Citations45

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-3-540-44671-2_21

openalex_workW2481375692

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