\(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications
DOI10.1007/S12044-016-0276-5zbMath1348.60090OpenAlexW2432754554MaRDI QIDQ321236
Publication date: 13 October 2016
Published in: Proceedings of the Indian Academy of Sciences. Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12044-016-0276-5
backward stochastic differential equations\(g\)-expectation\(\mathcal{E}_g\)-martingale\(\mathcal{E}_g\)-supermartingaleweak \(L^p\)-convergence
Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) (L^p)-limit theorems (60F25)
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