Reflected forward-backward stochastic differential equations driven by G-Brownian motion with continuous monotone coefficients
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Publication:2085993
DOI10.1007/S12346-022-00671-1OpenAlexW2783515286WikidataQ115376579 ScholiaQ115376579MaRDI QIDQ2085993FDOQ2085993
Authors: Bing-jun Wang, Mei Li, Ming-xia Yuan, Hongjun Gao 
Publication date: 20 October 2022
Published in: Qualitative Theory of Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.02271
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05)
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- Existence of the solutions of backward-forward SDE's with continuous monotone coefficients
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- Backward stochastic differential equations driven by \(G\)-Brownian motion under a monotonicity condition
Cited In (16)
- Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition
- Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance
- Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle
- Backward stochastic differential equations driven by \(G\)-Brownian motion under a monotonicity condition
- Some results on reflected forward-backward stochastic differential equations
- On the existence and uniqueness of solutions to forward backward stochastic differential equations driven by G-Brownian motion
- Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion
- Reflected stochastic differential equations driven by \(G\)-Brownian motion in non-convex domains
- Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections
- Forward-backward stochastic differential equations driven by \(G\)-Brownian motion
- Doubly reflected backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients
- Reflected quadratic BSDEs driven by \(G\)-Brownian motions
- Reflected forward-backward stochastic differential equations with continuous monotone coefficients
- Reflected BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz coefficients
- lected Forward-backward Stochastic Differential Equations With Discontinuous Monotone Coefficients
- Reflected forward-backward stochastic differential equations driven by G-Brownian motion with continuous monotone coefficients
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