## Donsker-type theorem for BSDEs.(English)Zbl 0977.60067

Summary: 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.

### MSC:

 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
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