A local limit theorem for solutions of BSDEs with Mao's non-Lipschitz generator (Q942895): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1007/s10255-006-6157-4 / rank | |||
| Property / cites work | |||
| Property / cites work: A converse comparison theorem for BSDEs and related properties of \(g\)-expectation / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Limit theorem and uniqueness theorem of backward stochastic differential equations / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Adapted solution of a backward stochastic differential equation / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S10255-006-6157-4 / rank | |||
Normal rank | |||
Latest revision as of 02:29, 28 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A local limit theorem for solutions of BSDEs with Mao's non-Lipschitz generator |
scientific article |
Statements
A local limit theorem for solutions of BSDEs with Mao's non-Lipschitz generator (English)
0 references
8 September 2008
0 references
backward stochastic differential equation
0 references
Mao's non-Lipschitz generator
0 references
local limit theorem
0 references
0 references
