Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 14-Day Trial for You or Your Team.

Learn More →

A local limit theorem for solutions of BSDEs with Mao’s non-Lipschitz generator

A local limit theorem for solutions of BSDEs with Mao’s non-Lipschitz generator 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. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

A local limit theorem for solutions of BSDEs with Mao’s non-Lipschitz generator

Download PDF
8 pages

Loading next page...
 
/lp/springer-journals/a-local-limit-theorem-for-solutions-of-bsdes-with-mao-s-non-lipschitz-1zUPPJaTSD

References (5)

Publisher
Springer Journals
Copyright
Copyright © 2008 by Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences and Springer-Verlag GmbH
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/s10255-006-6157-4
Publisher site
See Article on Publisher Site

Abstract

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.

Journal

Acta Mathematicae Applicatae Sinica – Springer Journals

Published: Aug 6, 2008

There are no references for this article.