hfinitedif

Let ( ,F,P,(Ft)t2[0,T]) beastochasticbasis,D Rd acompactsetand, foreveryx 2 D, let Xx : [0,T ] ! Definition C.8(MLPapproximation). Assume Setting C.7. Proof.Step 1: constructionLet ", 0 be bg=bg andI =I asin Settingn2Nand 2 , bU n(t, x)= N (n)