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

MaRDI QIDQ5452971zbMATH OpenFDO

Authors Baoyan Han, Bo Zhu, Yufeng Shi

Publication date 4 April 2008

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)

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(5)

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• \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications
• A local limit theorem for solutions of BSDEs with Mao's non-Lipschitz generator
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• Smallest g-supersolution with constraint

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