Reflected solutions of backward stochastic differential equations driven by G-Brownian motion
Sign Up to like & getrecommendations! Published in 2018 at "Science China Mathematics"
DOI: 10.1007/s11425-017-9176-0
Abstract: In this paper, we study the reflected solutions of one-dimensional backward stochastic differential equations driven by G-Brownian motion. The reflection keeps the solution above a given stochastic process. In order to derive the uniqueness of… read more here.
Keywords: stochastic differential; backward stochastic; equations driven; differential equations ... See more keywords