Local wellposedness of coupled backward stochastic differential equations driven by \(G\)-Brownian motions (Q2236007)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local wellposedness of coupled backward stochastic differential equations driven by \(G\)-Brownian motions |
scientific article |
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Local wellposedness of coupled backward stochastic differential equations driven by \(G\)-Brownian motions (English)
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22 October 2021
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\(G\)-expectation
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forward backward SDEs
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backward SDEs
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\(G\)-Brownian motion
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nonlinear expectation
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