BSDEs with mean reflection driven by \(G\)-Brownian motion
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Publication:1799804
DOI10.1016/j.jmaa.2018.10.025zbMath1439.60056OpenAlexW2897815894MaRDI QIDQ1799804
Publication date: 19 October 2018
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2018.10.025
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)
Related Items
Quadratic BSDEs with mean reflection driven by G-brownian motion, Backward doubly-stochastic differential equations with mean reflection, Multi-dimensional mean-reflected BSDEs driven by \(G\)-Brownian motion with time-varying non-Lipschitz coefficients, BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
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