Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition
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Publication:6556252
DOI10.1007/S10959-023-01279-0MaRDI QIDQ6556252
Bingjun Wang, Hongjun Gao, Qing-kun Xiao, Mingxia Yuan
Publication date: 17 June 2024
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic integral equations (60H20) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
Cites Work
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- Reflected BSDE's with discontinuous barrier and application
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