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

DOI10.1016/J.SPL.2023.109977MaRDI QIDQ6192583FDOQ6192583

Authors:

Publication date: 13 February 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

\(G\)-expectation multi-dimensional BSDEs mean reflected \(G\)-BSDEs time varying non-Lipschitz coefficients

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

Cites Work

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