Forward-backward stochastic differential equations driven by \(G\)-Brownian motion
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Publication:2008895
DOI10.1016/j.amc.2018.12.031zbMath1428.60080OpenAlexW2907047345MaRDI QIDQ2008895
Publication date: 26 November 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2018.12.031
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic integral equations (60H20)
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