Reflected BSDEs driven by G-Brownian motion with time-varying Lipschitz coefficients
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Publication:6540658
DOI10.1142/S0219493724500072zbMATH Open1537.60069MaRDI QIDQ6540658FDOQ6540658
Authors: Hanwu Li
Publication date: 17 May 2024
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Cites Work
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- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators
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- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation
- Reflected quadratic BSDEs driven by \(G\)-Brownian motions
- BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition
- Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections
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