BSDEs with mean reflection driven by G-Brownian motion | |
Liu, Guomin; Wang, Falei | |
刊名 | JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS |
2019 | |
卷号 | 470期号:1页码:599-618 |
关键词 | G-expectation G-Brownian motion BSDEs with mean reflection |
DOI | 10.1016/j.jmaa.2018.10.025 |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4538844 |
专题 | 山东大学 |
作者单位 | 1.Shandong Univ, Zhongtai Secur Inst Financial Studies, Jinan 250100, Shandong, Peoples R China. 2.Shandong Un |
推荐引用方式 GB/T 7714 | Liu, Guomin,Wang, Falei. BSDEs with mean reflection driven by G-Brownian motion[J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS,2019,470(1):599-618. |
APA | Liu, Guomin,&Wang, Falei.(2019).BSDEs with mean reflection driven by G-Brownian motion.JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS,470(1),599-618. |
MLA | Liu, Guomin,et al."BSDEs with mean reflection driven by G-Brownian motion".JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 470.1(2019):599-618. |
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