Reflected BSDEs driven by G-Brownian motion with time-varying Lipschitz coefficients
From MaRDI portal
Publication:6540658
Recommendations
- Multi-dimensional mean-reflected BSDEs driven by \(G\)-Brownian motion with time-varying non-Lipschitz coefficients
- BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition
- Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition
- Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion
- Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients
Cites work
- scientific article; zbMATH DE number 1850755 (Why is no real title available?)
- Adapted solution of a backward stochastic differential equation
- BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
- BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition
- Backward stochastic differential equations driven by \(G\)-Brownian motion
- Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections
- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators
- Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and \(G\)-Brownian motion
- 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
- Reflected quadratic BSDEs driven by \(G\)-Brownian motions
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's
- Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion
- Reflected solutions of backward stochastic differential equations with continuous coefficient
- Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition
- \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
Cited in
(3)- Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition
- Multi-dimensional mean-reflected BSDEs driven by \(G\)-Brownian motion with time-varying non-Lipschitz coefficients
- A note on reflected BSDEs in infinite horizon with stochastic Lipschitz coefficients
This page was built for publication: Reflected BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz coefficients
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6540658)
