Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections (Q2664540)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections |
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Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections (English)
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17 November 2021
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\(G\)-expectation
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reflected backward SDE
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approximate Skorohod condition
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