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.
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.
基金
the National Natural Science Foundation of China(No.10671205)
China Postdoctoral Science Foundation(No.20060400158)
973 Program of China(No.2007CB814901)
