Multi-valued backward stochastic differential equations driven byG-Brownian motion and its applications (Q5348413): Difference between revisions

Latest revision as of 07:04, 14 July 2024

scientific article; zbMATH DE number 6760555

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English	Multi-valued backward stochastic differential equations driven by<i>G</i>-Brownian motion and its applications	scientific article; zbMATH DE number 6760555

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title

Multi-valued backward stochastic differential equations driven byG-Brownian motion and its applications (English)

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zbMATH Open document ID

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Mathematical Methods in the Applied Sciences

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publication date

15 August 2017

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Mathematics Subject Classification ID

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backward stochastic differential equation

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\(G\)-Brownian motion

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subdifferential operator

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viscosity solution

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variational inequality

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1002/mma.4335

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OpenAlex ID

W2592386073

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cites work

Adapted solution of a backward stochastic differential equation

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Backward Stochastic Differential Equations in Finance

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Zero-sum stochastic differential games and backward equations

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Q3357990

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Backward stochastic differential equations and applications to optimal control

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Probabilistic interpretation for systems of quasilinear parabolic partial differential equations

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Backward stochastic differential equations with subdifferential operator and related variational inequalities

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Mean-field backward stochastic differential equations with subdifferential operator and its applications

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Backward stochastic variational inequalities on random interval

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Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion

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A note on the stochastic differential equations driven by \(G\)-Brownian motion

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Stochastic functional differential equations with infinite delay driven by G -Brownian motion

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Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion

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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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Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths

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Extension and Application of Itô's Formula UnderG-Framework

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On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion

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Multivalued Skorohod problem

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Approximation and simulation of stochastic variational inequalities - splitting up method

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Nonlinear Differential Equations of Monotone Types in Banach Spaces

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Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition

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User’s guide to viscosity solutions of second order partial differential equations

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Sitelinks

Mathematics(1 entry)

mardi Publication:5348413

@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Zero-sum stochastic differential games and backward equations
+Normal rank
@@ Property / cites work @@
+Q3357990
@@ Property / cites work: Q3357990 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and applications to optimal control
+Normal rank
@@ Property / cites work @@
+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with subdifferential operator and related variational inequalities
+Normal rank
@@ Property / cites work @@
+Mean-field backward stochastic differential equations with subdifferential operator and its applications
+Normal rank
@@ Property / cites work @@
+Backward stochastic variational inequalities on random interval
+Normal rank
@@ Property / cites work @@
+Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+A note on the stochastic differential equations driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Stochastic functional differential equations with infinite delay driven by <i>G</i> -Brownian motion
+Normal rank
@@ Property / cites work @@
+Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
+Normal rank
@@ Property / cites work @@
+Extension and Application of Itô's Formula Under<i>G</i>-Framework
+Normal rank
@@ Property / cites work @@
+On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Multivalued Skorohod problem
@@ Property / cites work: Multivalued Skorohod problem / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation and simulation of stochastic variational inequalities - splitting up method
+Normal rank
@@ Property / cites work @@
+Nonlinear Differential Equations of Monotone Types in Banach Spaces
+Normal rank
@@ Property / cites work @@
+Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank

Multi-valued backward stochastic differential equations driven by<i>G</i>-Brownian motion and its applications (Q5348413): Difference between revisions

Latest revision as of 07:04, 14 July 2024

Statements

Sitelinks

Mathematics(1 entry)