Ergodic BSDEs driven by G-Brownian motion and applications
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Publication:4561046
DOI10.1142/S0219493718500508zbMath1417.60050OpenAlexW2963088985MaRDI QIDQ4561046
Publication date: 10 December 2018
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493718500508
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Related Items (10)
Multi-dimensional BSDEs driven by G-Brownian motion and related system of fully nonlinear PDEs ⋮ BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition ⋮ Ergodic BSDEs with Multiplicative and Degenerate Noise ⋮ BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients ⋮ Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs ⋮ Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators ⋮ Further results on stabilization of stochastic differential equations with delayed feedback control under \( G \)-expectation framework ⋮ Infinite horizon BSDEs under consistent nonlinear expectations ⋮ Improved Results on Stabilization of $G$-SDEs by Feedback Control Based on Discrete-Time Observations ⋮ Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives
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