Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications
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Publication:2015381
DOI10.1155/2013/342038zbMath1310.60082arXiv1306.1929OpenAlexW1996764856WikidataQ58915982 ScholiaQ58915982MaRDI QIDQ2015381
Publication date: 23 June 2014
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.1929
representation theorembackward stochastic differential equations\(G\)-Brownian motionconverse comparison theorem
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On Monotonicity and Order-Preservation for MultidimensionalG-Diffusion Processes, Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion
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