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Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients - MaRDI portal

Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients (Q2085993)

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scientific article; zbMATH DE number 7604322
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English
Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients
scientific article; zbMATH DE number 7604322

    Statements

    Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients (English)
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    20 October 2022
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    reflected forward-backward SDEs
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    \(G\)-Brownian motion
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    monotone
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