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