Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections
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Publication:2664540
DOI10.1007/s10959-020-01038-5zbMath1474.60149arXiv1912.05808WikidataQ115382033 ScholiaQ115382033MaRDI QIDQ2664540
Publication date: 17 November 2021
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.05808
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)