Forward-backward stochastic differential equations driven by \(G\)-Brownian motion under weakly coupling condition (Q6097700)
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scientific article; zbMATH DE number 7693161
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward-backward stochastic differential equations driven by \(G\)-Brownian motion under weakly coupling condition |
scientific article; zbMATH DE number 7693161 |
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Forward-backward stochastic differential equations driven by \(G\)-Brownian motion under weakly coupling condition (English)
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7 June 2023
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\(G\)-expectation
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\(G\)-Brownian motion
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backward stochastic differential equation
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comparison theorem
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