Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\)
From MaRDI portal
Publication:2116484
DOI10.1007/s10959-020-01057-2zbMath1498.60239OpenAlexW3107895273WikidataQ115382028 ScholiaQ115382028MaRDI QIDQ2116484
Publication date: 17 March 2022
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-020-01057-2
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Related Items (1)
Cites Work
- Quasi-continuous random variables and processes under the \(G\)-expectation framework
- 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
- Stopping times and related Itô's calculus with \(G\)-Brownian motion
- Adapted solution of a backward stochastic differential equation
- 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
- Quadratic BSDEs with convex generators and unbounded terminal conditions
- Probabilistic interpretation of a system of semilinear parabolic partial differential equations
- Backward stochastic differential equations with continuous coefficient
- Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation
- Backward stochastic differential equations and partial differential equations with quadratic growth.
- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators
- A uniqueness theorem for the solution of backward stochastic differential equations
- BSDE with quadratic growth and unbounded terminal value
- Backward stochastic differential equations driven by \(G\)-Brownian motion
- Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
- A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
- User’s guide to viscosity solutions of second order partial differential equations
- Backward Stochastic Differential Equations in Finance
- LpSolutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients
- Multi-dimensional BSDEs driven by G-Brownian motion and related system of fully nonlinear PDEs
- Unnamed Item
- Unnamed Item
This page was built for publication: Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\)
