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

✍ Scribed by Yu-chun Liu; Long Jiang; Ying-ying Xu

Publisher: Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year: 2008
Tongue: English
Weight: 155 KB
Volume: 24
Category: Article
ISSN: 0168-9673
DOI: 10.1007/s10255-006-6157-4

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