The limitation theorem of g-supersolution for BSDEs under non-Lipschitzian coefficient

zbMATH Open1144.60312MaRDI QIDQ5452971FDOQ5452971

Authors: Baoyan Han, Bo Zhu, Yufeng Shi 

Publication date: 4 April 2008

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zbMATH Keywords

BSDEthe comparison theorem\(g\)-supersolutionthe existence and uniqueness

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (5)

• Title not available (Why is that?)
• \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications
• Title not available (Why is that?)
• A local limit theorem for solutions of BSDEs with Mao's non-Lipschitz generator
• Smallest \(g\)-supersolution with constraint

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