Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators
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Publication:2031004
DOI10.1007/s10959-020-00998-yzbMath1483.60085arXiv1806.02265OpenAlexW3010829896MaRDI QIDQ2031004
Publication date: 8 June 2021
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.02265
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
Related Items (4)
An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion ⋮ Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients ⋮ Mean-field backward stochastic differential equations driven by G-Brownian motion with uniformly continuous coefficients ⋮ Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\)
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