Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients (Q2085993): Difference between revisions

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English	Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients	scientific article

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scholarly article

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title

Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients (English)

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Qualitative Theory of Dynamical Systems

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publication date

20 October 2022

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full work available at URL

https://arxiv.org/abs/1801.02271

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zbMATH Keywords

reflected forward-backward SDEs

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\(G\)-Brownian motion

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monotone

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MaRDI profile type

MaRDI publication profile

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cites work

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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Quasi-continuous random variables and processes under the \(G\)-expectation framework

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Reflected forward-backward stochastic differential equations with continuous monotone coefficients

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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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Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion

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Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections

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Backward stochastic differential equations with continuous coefficient

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Nonlinear expectations and nonlinear Markov chains

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Nonlinear Expectations and Stochastic Calculus under Uncertainty

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Q5436616

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A complete representation theorem for <i>G</i>-martingales

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Second-order backward stochastic differential equations under a monotonicity condition

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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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Q5198275

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Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators

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Identifiers

DOI

10.1007/s12346-022-00671-1

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2085993

@@ Property / cites work @@
+Existence of the solutions of backward-forward SDE's with continuous monotone coefficients
+Normal rank
@@ Property / cites work @@
+On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
+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 @@
+Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+\(N\)-person differential games governed by semilinear stochastic evolution systems
+Normal rank
@@ Property / cites work @@
+On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Quasi-continuous random variables and processes under the \(G\)-expectation framework
+Normal rank
@@ Property / cites work @@
+Reflected forward-backward stochastic differential equations with continuous monotone coefficients
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions
+Normal rank
@@ Property / cites work @@
+Stopping times and related Itô's calculus with \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with continuous coefficient
+Normal rank
@@ Property / cites work @@
+Nonlinear expectations and nonlinear Markov chains
+Normal rank
@@ Property / cites work @@
+Nonlinear Expectations and Stochastic Calculus under Uncertainty
+Normal rank
@@ Property / cites work @@
+Q5436616
@@ Property / cites work: Q5436616 / rank @@
+Normal rank
@@ Property / cites work @@
+A complete representation theorem for <i>G</i>-martingales
+Normal rank
@@ Property / cites work @@
+Second-order backward stochastic differential equations under a monotonicity condition
+Normal rank
@@ Property / cites work @@
+Stochastic functional differential equations with infinite delay driven by <i>G</i> -Brownian motion
+Normal rank
@@ Property / cites work @@
+Martingale representation theorem for the \(G\)-expectation
+Normal rank
@@ Property / cites work @@
+Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition
+Normal rank
@@ Property / cites work @@
+Q5198275
@@ Property / cites work: Q5198275 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators
+Normal rank