We establish conditions for the weak convergence of solutions of backward stochastic equations in the case of the weak convergence of coefficients.
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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 61, No. 7, pp. 922–938, July, 2009.
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Erisova, I.A. Convergence of solutions of backward stochastic equations. Ukr Math J 61, 1093–1112 (2009). https://doi.org/10.1007/s11253-009-0261-6
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DOI: https://doi.org/10.1007/s11253-009-0261-6