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• W2129289929 abstract "This paper is devoted to the proof of Donsker's theorem for backward stochastic differential equations (BSDEs for short). The main objective is to give a simple method to discretize in time a BSDE. Our approach is based upon the notion of ``convergence of filtrations'' and covers the case of a $(y,z)$-dependent generator." @default.
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• W2129289929 date "2001-01-01" @default.
• W2129289929 modified "2023-10-11" @default.
• W2129289929 title "Donsker-Type Theorem for BSDEs" @default.
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• W2129289929 doi "https://doi.org/10.1214/ecp.v6-1030" @default.
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