BSDEs driven by G-Brownian motion under degenerate case and its application to the regularity of fully nonlinear PDEs

DOI10.1090/TRAN/9129MaRDI QIDQ6567164zbMATH OpenFDO

Authors Mingshang Hu, Shaolin Ji, Xiaojuan Li

Publication date 4 July 2024

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

\(G\)-Brownian motion\(G\)-expectationbackward stochastic differential equationfully nonlinear PDE

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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