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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A local limit theorem for solutions of BSDEs with Mao's non-Lipschitz generator
scientific article; zbMATH DE number 5322536

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    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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