A local limit theorem for solutions of BSDEs with Mao's non-Lipschitz generator
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Publication:942895
DOI10.1007/s10255-006-6157-4zbMath1147.60038OpenAlexW1996017148MaRDI QIDQ942895
Yu-Chun Liu, Long Jiang, Ying-Ying Xu
Publication date: 8 September 2008
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-006-6157-4
Related Items (3)
BSDEs driven by time-changed Lévy noises with non-Lipschitz generators ⋮ Representation theorems for generators of BSDEs and the extended \(g\)-expectations in probability spaces with general filtration ⋮ Representation theorems for generators of BSDEs with monotonic and convex growth generators
Cites Work
- Adapted solution of a backward stochastic differential equation
- Limit theorem and uniqueness theorem of backward stochastic differential equations
- A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
- Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
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