| 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
 |
| 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. |
| 个性服务 |
| 查看访问统计 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
修改评论