Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle
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Publication:2229553
DOI10.1016/j.spa.2020.06.002zbMath1454.60081arXiv1709.09817OpenAlexW3032972261WikidataQ115341132 ScholiaQ115341132MaRDI QIDQ2229553
Publication date: 18 February 2021
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1709.09817
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
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