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

被引：5
|
作者：
Liu, Yu-chun [1 ]
Jiang, Long [1 ,2 ]
Xu, Ying-ying [1 ]
机构：
[1] China Univ Mining & Technol, Dept Math, Xuzhou 221116, Peoples R China
[2] Fudan Univ, Sch Math, Shanghai 200433, Peoples R China
来源：
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES | 2008年 / 24卷 / 02期
基金：
中国国家自然科学基金;
关键词：
backward stochastic differential equation; Mao's non-Lipschitz generator; local limit theorem;
D O I：
10.1007/s10255-006-6157-4
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper establishes a local limit theorem for solutions of backward stochastic differential equations with Mao's non-Lipschitz generator, which is similar to the limit theorem obtained by [3] under the Lipschitz assumption.
引用
收藏
页码：329 / 336
页数：8
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