Local wellposedness of coupled backward stochastic differential equations driven by \(G\)-Brownian motions

DOI10.1016/j.jmaa.2021.125540zbMath1481.60118OpenAlexW3191068472WikidataQ115345867 ScholiaQ115345867MaRDI QIDQ2236007

Guoqiang Zheng

Publication date: 22 October 2021

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.2021.125540

zbMATH Keywords

\(G\)-Brownian motion\(G\)-expectationbackward SDEsnonlinear expectationforward backward SDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Related Items (1)

Forward-backward stochastic differential equations driven by \(G\)-Brownian motion under weakly coupling condition

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