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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 92, 2020 - Issue 5
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Articles

Multi-dimensional BSDEs driven by G-Brownian motion and related system of fully nonlinear PDEs

Guomin Liua School of Mathematical Sciences, Fudan University, Shanghai, People's Republic of China;b Zhongtai Securities Institute for Financial Studies, Shandong University, Jinan, People's Republic of ChinaCorrespondence[email protected] [email protected]
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Pages 659-683 | Received 03 Jan 2019, Accepted 26 Jul 2019, Published online: 08 Aug 2019

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Shengqiu Sun. (2022) Mean-field backward stochastic differential equations driven by G-Brownian motion with uniformly continuous coefficients. Applicable Analysis 101:14, pages 5053-5075.
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Articles from other publishers (6)

Wei He. (2023) Multi-dimensional mean-reflected BSDEs driven by -Brownian motion with time-varying non-Lipschitz coefficients . Statistics & Probability Letters, pages 109977.
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Ying Hu, Shanjian Tang & Falei Wang. (2022) Quadratic -BSDEs with convex generators and unbounded terminal conditions . Stochastic Processes and their Applications 153, pages 363-390.
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Shengqiu Sun. (2020) Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Coefficients in (y, z). Journal of Theoretical Probability 35:1, pages 370-409.
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Guoqiang Zheng. (2022) Local wellposedness of coupled backward stochastic differential equations driven by G-Brownian motions. Journal of Mathematical Analysis and Applications 506:1, pages 125540.
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Mingshang Hu, Yifan Sun & Falei Wang. (2022) Infinite horizon BSDEs under consistent nonlinear expectations. Bulletin des Sciences Mathématiques 174, pages 103073.
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Wei He. (2022) BSDEs driven by G-Brownian motion with non-Lipschitz coefficients. Journal of Mathematical Analysis and Applications 505:2, pages 125569.
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