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Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition - MaRDI portal

Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition (Q6556252)

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scientific article; zbMATH DE number 7865989
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English
Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition
scientific article; zbMATH DE number 7865989

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    Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition (English)
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    17 June 2024
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    backward stochastic differential equations
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    \(G\)-Brownian motion
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    monotonicity condition
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