Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections (Q2664540)
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scientific article; zbMATH DE number 7428757
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| English | Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections |
scientific article; zbMATH DE number 7428757 |
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Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections (English)
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17 November 2021
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\(G\)-expectation
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reflected backward SDE
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approximate Skorohod condition
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0.904495358467102
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0.8814738392829895
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0.8604316711425781
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0.8563028573989868
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