A local limit theorem for solutions of BSDEs with Mao's non-Lipschitz generator (Q942895): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10255-006-6157-4 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1996017148 / rank | |||
Normal rank | |||
Revision as of 21:08, 19 March 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
