Reflected forward-backward stochastic differential equations driven by G-Brownian motion with continuous monotone coefficients

DOI10.1007/S12346-022-00671-1zbMath1507.60082arXiv1801.02271WikidataQ115376579 ScholiaQ115376579MaRDI QIDQ6296116

Bingjun Wang, Hong-Jun Gao, Mingxia Yuan, Mei Li

Publication date: 7 January 2018

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05)

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