Backward stochastic differential equations driven by G-Brownian motion with uniformly continuous coefficients in (y, z)
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Cites work
- scientific article; zbMATH DE number 140601 (Why is no real title available?)
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- Backward stochastic differential equations driven by \(G\)-Brownian motion
- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators
- Backward stochastic differential equations with continuous coefficient
- Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion
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- Multi-dimensional BSDEs driven by \(G\)-Brownian motion and related system of fully nonlinear PDEs
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- Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
- 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
- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
- Probabilistic interpretation of a system of semilinear parabolic partial differential equations
- Quadratic BSDEs with convex generators and unbounded terminal conditions
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation
- Quasi-continuous random variables and processes under the \(G\)-expectation framework
- Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition
- Stopping times and related Itô's calculus with \(G\)-Brownian motion
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Cited in
(14)- Local wellposedness of coupled backward stochastic differential equations driven by \(G\)-Brownian motions
- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators
- The cocycle property of stochastic differential equations driven by \(G\)-Brownian motion
- On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
- 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
- BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation
- Reflected BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz coefficients
- 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
- Some properties of stochastic differential equations driven by the \(G\)-Brownian motion
- Mean-field backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients
- On existence and uniqueness of solutions to uncertain backward stochastic differential equations
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