Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion (Q1705559)
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scientific article; zbMATH DE number 6850819
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion |
scientific article; zbMATH DE number 6850819 |
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Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion (English)
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16 March 2018
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\(G\)-expectation
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reflected backward stochastic differential equations
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obstacle problems for fully nonlinear pdes
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