Mean-field backward stochastic differential equations driven by G-Brownian motion with uniformly continuous coefficients

DOI10.1080/00036811.2021.1877686zbMath1503.60075OpenAlexW3125796063WikidataQ115315984 ScholiaQ115315984MaRDI QIDQ5867300

Shengqiu Sun

Publication date: 13 September 2022

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036811.2021.1877686

zbMATH Keywords

comparison theoremdifferential equations\(G\)-Brownian motion\(G\)-BSDEsmean-field \(G\)-BSDEs

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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