Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\) (Q2116484)

From MaRDI portal





scientific article; zbMATH DE number 7491640
Language Label Description Also known as
English
Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\)
scientific article; zbMATH DE number 7491640

    Statements

    Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\) (English)
    0 references
    0 references
    17 March 2022
    0 references
    \(G\)-Brownian motion
    0 references
    \(G\)-BSDEs
    0 references
    comparison theorem
    0 references
    Feynman-Kac formula
    0 references
    0 references
    0 references

    Identifiers