Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion (Q1705559)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion |
scientific article |
Statements
Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion (English)
0 references
16 March 2018
0 references
\(G\)-expectation
0 references
reflected backward stochastic differential equations
0 references
obstacle problems for fully nonlinear pdes
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
