Reflected BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz coefficients (Q6540658)
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scientific article; zbMATH DE number 7850287
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| English | Reflected BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz coefficients |
scientific article; zbMATH DE number 7850287 |
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Reflected BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz coefficients (English)
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17 May 2024
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\(G\)-expectation
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reflected backward SDE
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time varying coefficients
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comparison theorem
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0.8964666724205017
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0.8929314017295837
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0.8763808012008667
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0.8603265881538391
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