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

页码：329 / 336

页数：8

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