Multi-valued backward stochastic differential equations driven by<i>G</i>-Brownian motion and its applications (Q5348413)
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scientific article; zbMATH DE number 6760555
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-valued backward stochastic differential equations driven by<i>G</i>-Brownian motion and its applications |
scientific article; zbMATH DE number 6760555 |
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Multi-valued backward stochastic differential equations driven by<i>G</i>-Brownian motion and its applications (English)
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15 August 2017
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backward stochastic differential equation
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\(G\)-Brownian motion
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subdifferential operator
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viscosity solution
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variational inequality
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