Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909): Difference between revisions

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-Yi-Qing Lin
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+Yi-Qing Lin
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+MaRDI publication profile
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+W2963020957
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+.03637
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+Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients
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+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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