Multi-dimensional reflected backward stochastic differential equations driven by \(G\)-Brownian motion with diagonal generators

DOI10.1007/s10959-024-01334-4MaRDI QIDQ6592150

Hanwu Li, Guomin Liu

Publication date: 24 August 2024

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

backward stochastic differential equationsnonlinear partial differential equation\(G\)-Brownian motion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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