Multi-dimensional mean-reflected BSDEs driven by \(G\)-Brownian motion with time-varying non-Lipschitz coefficients

DOI10.1016/j.spl.2023.109977MaRDI QIDQ6192583

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Publication date: 13 February 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

\(G\)-expectationmulti-dimensional BSDEsmean reflected \(G\)-BSDEstime varying non-Lipschitz coefficients

Mathematics Subject Classification ID

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

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