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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Revision as of 15:26, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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