Doubly reflected backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients

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)

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Second order reflected backward stochastic differential equations
Second-order BSDEs with general reflection and game options under uncertainty
Wellposedness of second order backward SDEs
Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition
Stopping times and related Itô's calculus with \(G\)-Brownian motion
Adapted solution of a backward stochastic differential equation
Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation
Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
Backward stochastic differential equations with reflection and Dynkin games
Second-order BSDEs with jumps: formulation and uniqueness
Backward stochastic differential equations with non-Lipschitz coefficients
Reflected solutions of backward SDE's, and related obstacle problems for PDE's
Reflected solutions of backward stochastic differential equations with continuous coefficient
Backward stochastic differential equations with continuous coefficient
Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
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
Stochastic control for a class of nonlinear kernels and applications
Backward stochastic differential equations and partial differential equations with quadratic growth.
Second-order backward stochastic differential equations under a monotonicity condition
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 \((y, z)\)
Second order backward SDE with random terminal time
BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition
Representation of solutions to 2BSDEs in an extended monotonicity setting
Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle
BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
Corrigendum to: ``Second-order reflected backward stochastic differential equations and ``Second-order BSDEs with general reflection and game options under uncertainty
Second-order BSDE under monotonicity condition and liquidation problem under uncertainty
Probabilistic interpretation for solutions of fully nonlinear stochastic pdes
Backward stochastic differential equations driven by \(G\)-Brownian motion
Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion
Second order backward stochastic differential equations with quadratic growth
Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs
Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
Solutions of BSDEs with a kind of non-Lipschitz coefficients driven by \(G\)-Brownian motion
Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections
A new existence result for second-order BSDEs with quadratic growth and their applications
Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
Backward Stochastic Differential Equations in Finance
L^pSolutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients
Multi-dimensional BSDEs driven by G-Brownian motion and related system of fully nonlinear PDEs
Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition

This page was built for publication: Doubly reflected backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients