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 a...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.展开更多
This paper is interested in solving a multidimensional backward stochastic differential equation （BSDE） whose generator satisfies the Osgood condition in y and the Lipschitz condition in z. We establish an existence...This paper is interested in solving a multidimensional backward stochastic differential equation （BSDE） whose generator satisfies the Osgood condition in y and the Lipschitz condition in z. We establish an existence and uniqueness result of solutions for this kind of BSDEs, which generalizes some known results.展开更多
基金the National Natural Science Foundation of China(No.10671205)China Postdoctoral Science Foundation(No.20060400158)973 Program of China(No.2007CB814901)
文摘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 authors would like to thank the anonymous referees for their careful reading and helpful suggestions. This work was supported in part by the National Natural Science Foundation of China （Grant No. 11101422）, the Fundamental Research Funds for the Central Universities （Grant No. 2012QNA36）, and Qing Lan Project.
文摘This paper is interested in solving a multidimensional backward stochastic differential equation （BSDE） whose generator satisfies the Osgood condition in y and the Lipschitz condition in z. We establish an existence and uniqueness result of solutions for this kind of BSDEs, which generalizes some known results.
