Backward stochastic differential equations driven by G-Brownian motion with uniformly continuous coefficients in (y, z)
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Publication:2116484
DOI10.1007/S10959-020-01057-2zbMATH Open1498.60239OpenAlexW3107895273WikidataQ115382028 ScholiaQ115382028MaRDI QIDQ2116484FDOQ2116484
Authors: Shengqiu Sun 
Publication date: 17 March 2022
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-020-01057-2
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Cites Work
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Cited In (6)
- Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation
- Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
- Multidimensional backward stochastic differential equation with generators under \(\beta\)-order Mao's condition driven by \(G\)-Brownian motion
- Doubly reflected backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients
- Mean-field backward stochastic differential equations driven by G-Brownian motion with uniformly continuous coefficients
- Reflected BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz coefficients
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