Forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2008895): Difference between revisions

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+https://doi.org/10.1016/j.amc.2018.12.031
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+W2907047345
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+Existence of the solutions of backward-forward SDE's with continuous monotone coefficients
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+On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
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+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
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+Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
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+\(N\)-person differential games governed by semilinear stochastic evolution systems
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+On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
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+Backward stochastic differential equations driven by \(G\)-Brownian motion
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+A stochastic recursive optimal control problem under the G-expectation framework
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+Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion
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+Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion
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+Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations
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+Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions
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+Stopping times and related Itô's calculus with \(G\)-Brownian motion
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+Nonlinear expectations and nonlinear Markov chains
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+A complete representation theorem for <i>G</i>-martingales
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+Stochastic functional differential equations with infinite delay driven by <i>G</i> -Brownian motion
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+Martingale representation theorem for the \(G\)-expectation
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+Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition
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+Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming
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+Publication:2008895