Reflected solutions of backward stochastic differential equations driven by G-Brownian motion | |
Li Hanwu; Peng Shige; Abdoulaye Soumana Hima | |
刊名 | 中国科学. 数学
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2018 | |
卷号 | 61期号:1页码:1-26 |
关键词 | G-expectation reflected backward stochastic differential equations obstacle problems for fully nonlinear PDEs |
DOI | 10.1007/s11425-017-9176-0 |
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/4570381 |
专题 | 山东大学 |
作者单位 | 1.School of Mathematics,Shandong University, Jinan, Shandong 250100, China. 2.School of Mathematics,Shandong University 3.Zhongtai |
推荐引用方式 GB/T 7714 | Li Hanwu,Peng Shige,Abdoulaye Soumana Hima. Reflected solutions of backward stochastic differential equations driven by G-Brownian motion[J]. 中国科学. 数学,2018,61(1):1-26. |
APA | Li Hanwu,Peng Shige,&Abdoulaye Soumana Hima.(2018).Reflected solutions of backward stochastic differential equations driven by G-Brownian motion.中国科学. 数学,61(1),1-26. |
MLA | Li Hanwu,et al."Reflected solutions of backward stochastic differential equations driven by G-Brownian motion".中国科学. 数学 61.1(2018):1-26. |
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