A local limit theorem for solutions of BSDEs with Mao's non-Lipschitz generator
type: Item
instance of: scholarly article
title: A local limit theorem for solutions of BSDEs with Mao's non-Lipschitz generator
zbMATH Open document ID: 1147.60038
author: Yu-Chun Liu
author: Long Jiang
author: Yingying Xu
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2008-09-08T00:00:00Z
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5322536
zbMATH Keywords: backward stochastic differential equation
zbMATH Keywords: Mao's non-Lipschitz generator
zbMATH Keywords: local limit theorem
MaRDI profile type: Publication
full work available at URL: s10255-006-6157-4
OpenAlex ID: W1996017148
cites work: A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
cites work: Limit theorem and uniqueness theorem of backward stochastic differential equations
cites work: Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
cites work: Adapted solution of a backward stochastic differential equation
DOI: 10.1007/S10255-006-6157-4
description: scientific article; zbMATH DE number 5322536