A local limit theorem for solutions of BSDEs with Mao's non-Lipschitz generator (Q942895): Difference between revisions

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Property / cites work: A converse comparison theorem for BSDEs and related properties of \(g\)-expectation / rank
 
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Property / cites work: Limit theorem and uniqueness theorem of backward stochastic differential equations / rank
 
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Property / cites work: Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients / rank
 
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Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
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Latest revision as of 02:29, 28 December 2024

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A local limit theorem for solutions of BSDEs with Mao's non-Lipschitz generator
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    A local limit theorem for solutions of BSDEs with Mao's non-Lipschitz generator (English)
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    8 September 2008
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    backward stochastic differential equation
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    Mao's non-Lipschitz generator
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    local limit theorem
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