Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients
From MaRDI portal
Publication:2085993
DOI10.1007/s12346-022-00671-1OpenAlexW2783515286WikidataQ115376579 ScholiaQ115376579MaRDI QIDQ2085993
Bingjun Wang, Mingxia Yuan, Mei Li, Hong-Jun Gao
Publication date: 20 October 2022
Published in: Qualitative Theory of Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.02271
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05)
Cites Work
- Unnamed Item
- Unnamed Item
- Quasi-continuous random variables and processes under the \(G\)-expectation framework
- Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions
- Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations
- On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
- Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition
- Martingale representation theorem for the \(G\)-expectation
- Stopping times and related Itô's calculus with \(G\)-Brownian motion
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
- On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
- \(N\)-person differential games governed by semilinear stochastic evolution systems
- Backward stochastic differential equations with continuous coefficient
- Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion
- Second-order backward stochastic differential equations under a monotonicity condition
- Reflected forward-backward stochastic differential equations with continuous monotone coefficients
- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators
- Backward stochastic differential equations driven by \(G\)-Brownian motion
- Nonlinear expectations and nonlinear Markov chains
- Existence of the solutions of backward-forward SDE's with continuous monotone coefficients
- Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections
- A complete representation theorem for G-martingales
- Stochastic functional differential equations with infinite delay driven by G -Brownian motion
- Nonlinear Expectations and Stochastic Calculus under Uncertainty
This page was built for publication: Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients
