Reflected BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz coefficients

Cites Work

Unnamed Item
Unnamed Item
Quasi-continuous random variables and processes under the \(G\)-expectation framework
Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition
Adapted solution of a backward stochastic differential equation
Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
Reflected solutions of backward SDE's, and related obstacle problems for PDE's
Reflected solutions of backward stochastic differential equations with continuous coefficient
Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation
Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion
Reflected quadratic BSDEs driven by \(G\)-Brownian motions
Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators
Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\)
BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition
BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
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
Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections
Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems
Nonlinear Expectations and Stochastic Calculus under Uncertainty

This page was built for publication: Reflected BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz coefficients