Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion
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Publication:1705559
DOI10.1007/s11425-017-9176-0zbMath1390.60213OpenAlexW2773359405MaRDI QIDQ1705559
Abdoulaye Soumana Hima, Shige Peng, Hanwu Li
Publication date: 16 March 2018
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-017-9176-0
\(G\)-expectationreflected backward stochastic differential equationsobstacle problems for fully nonlinear pdes
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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