Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle (Q2229553): Difference between revisions

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-.1016/j.spa.2020.06.002
@@ Property / DOI: 10.1016/j.spa.2020.06.002 / rank @@
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+W3032972261
@@ Property / OpenAlex ID: W3032972261 / rank @@
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+.09817
@@ Property / arXiv ID: 1709.09817 / rank @@
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@@ Property / cites work @@
+Conjugate convex functions in optimal stochastic control
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+Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
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+Backward stochastic differential equations with reflection and Dynkin games
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+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Q4356589
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+Reflected BSDE's with discontinuous barrier and application
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+Reflected BSDEs and mixed game problem
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@@ Property / cites work @@
+Backward stochastic differential equations driven by \(G\)-Brownian motion
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+Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion
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+On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
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+Quasi-continuous random variables and processes under the \(G\)-expectation framework
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+Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
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+Stopping times and related Itô's calculus with \(G\)-Brownian motion
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+Supermartingale decomposition theorem under \(G\)-expectation
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+Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion
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+Second-order BSDEs with general reflection and game options under uncertainty
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+Second order reflected backward stochastic differential equations
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+Optimal stopping under adverse nonlinear expectation and related games
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+Adapted solution of a backward stochastic differential equation
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+Nonlinear expectations and nonlinear Markov chains
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+Q5436616
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+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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+Stochastic control for a class of nonlinear kernels and applications
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+Wellposedness of second order backward SDEs
@@ Property / cites work: Wellposedness of second order backward SDEs / rank @@
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+Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition
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@@ Property / DOI @@
+.1016/J.SPA.2020.06.002
@@ Property / DOI: 10.1016/J.SPA.2020.06.002 / rank @@
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