Abstract
In this paper, we establishes a limit theorem of backward stochastic differential equations (BSDEs) where the coefficient is independent of y and uniformly continuous in z. With this limit theorem, some converse comparison theorems of this kind of BSDEs are established.
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Zheng, S., He, Y., Yang, A., Guo, X., Wang, L. (2011). Limit Theorems and Converse Comparison Theorems for Generators of BSDEs. In: Liu, C., Chang, J., Yang, A. (eds) Information Computing and Applications. ICICA 2011. Communications in Computer and Information Science, vol 244. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-27452-7_7
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DOI: https://doi.org/10.1007/978-3-642-27452-7_7
Publisher Name: Springer, Berlin, Heidelberg
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