A local limit theorem for solutions of BSDEs with Mao's non-Lipschitz generator (Q942895)
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scientific article; zbMATH DE number 5322536
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| English | A local limit theorem for solutions of BSDEs with Mao's non-Lipschitz generator |
scientific article; zbMATH DE number 5322536 |
Statements
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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0.8246263265609741
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0.812228798866272
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0.8051856756210327
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0.7956534624099731
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