Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion (Q1705559)
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scientific article; zbMATH DE number 6850819
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| English | Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion |
scientific article; zbMATH DE number 6850819 |
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Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion (English)
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16 March 2018
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\(G\)-expectation
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reflected backward stochastic differential equations
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obstacle problems for fully nonlinear pdes
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0.904495358467102
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0.8942152857780457
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0.88912034034729
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0.8890893459320068
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