BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients

DOI10.1016/j.jmaa.2021.125569zbMath1481.60107OpenAlexW3190114768MaRDI QIDQ2235973

Wei He

Publication date: 22 October 2021

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2021.125569

zbMATH Keywords

\(G\)-Brownian motionBSDE\( \beta \)-order Mao's condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Related Items (1)

Multi-dimensional mean-reflected BSDEs driven by \(G\)-Brownian motion with time-varying non-Lipschitz coefficients

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