Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\) (Q2116484)
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scientific article; zbMATH DE number 7491640
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| English | Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\) |
scientific article; zbMATH DE number 7491640 |
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Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\) (English)
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17 March 2022
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\(G\)-Brownian motion
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\(G\)-BSDEs
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comparison theorem
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Feynman-Kac formula
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0.9625086
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0.9556746
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0.94161516
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0.9386277
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0.9354567
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0.93455446
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0.9304701
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