Reflected forward-backward stochastic differential equations driven by G-Brownian motion with continuous monotone coefficients
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Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients
Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients
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Cites work
- A complete representation theorem for \(G\)-martingales
- Backward stochastic differential equations driven by \(G\)-Brownian motion
- Backward stochastic differential equations driven by \(G\)-Brownian motion under a monotonicity condition
- Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections
- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators
- Backward stochastic differential equations with continuous coefficient
- Existence of the solutions of backward-forward SDE's with continuous monotone coefficients
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- Martingale representation theorem for the \(G\)-expectation
- Nonlinear expectations and nonlinear Markov chains
- Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and \(G\)-Brownian motion
- On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
- On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
- Quasi-continuous random variables and processes under the \(G\)-expectation framework
- Reflected forward-backward stochastic differential equations with continuous monotone coefficients
- Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion
- Second-order backward stochastic differential equations under a monotonicity condition
- Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition
- Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations
- Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions
- Stochastic functional differential equations with infinite delay driven by \(G\)-Brownian motion
- Stopping times and related Itô's calculus with \(G\)-Brownian motion
- \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
- \(N\)-person differential games governed by semilinear stochastic evolution systems
Cited in
(16)- Reflected forward-backward stochastic differential equations with continuous monotone coefficients
- Forward-backward stochastic differential equations driven by \(G\)-Brownian motion
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- Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition
- Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion
- Backward stochastic differential equations driven by \(G\)-Brownian motion under a monotonicity condition
- Some results on reflected forward-backward stochastic differential equations
- Reflected quadratic BSDEs driven by \(G\)-Brownian motions
- On the existence and uniqueness of solutions to forward backward stochastic differential equations driven by G-Brownian motion
- Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle
- lected Forward-backward Stochastic Differential Equations With Discontinuous Monotone Coefficients
- Reflected BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz coefficients
- Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance
- Reflected stochastic differential equations driven by \(G\)-Brownian motion in non-convex domains
- Doubly reflected backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients
- Reflected forward-backward stochastic differential equations driven by G-Brownian motion with continuous monotone coefficients
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