A local limit theorem for solutions of BSDEs with Mao's non-Lipschitz generator

DOI10.1007/S10255-006-6157-4zbMATH Open1147.60038OpenAlexW1996017148MaRDI QIDQ942895FDOQ942895

Authors: Yu-Chun Liu, Long Jiang, Yingying 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

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zbMATH Keywords

backward stochastic differential equationlocal limit theoremMao's non-Lipschitz generator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Adapted solution of a backward stochastic differential equation
• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
• A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
• Limit theorem and uniqueness theorem of backward stochastic differential equations

Cited In (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

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