On the existence and uniqueness of solutions to forward backward stochastic differential equations driven by G-Brownian motion (Q4988574)
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scientific article; zbMATH DE number 7348646
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| English | On the existence and uniqueness of solutions to forward backward stochastic differential equations driven by G-Brownian motion |
scientific article; zbMATH DE number 7348646 |
Statements
17 May 2021
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contraction mapping
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fully coupled forward backward stochastic differential equations
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G-Brownian motion
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G-expectation
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multidimensional system
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0.8824332356452942
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0.8722946047782898
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0.8715156316757202
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0.8429835438728333
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