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Reflected solutions of backward stochastic differential equations driven by G-Brownian motion
Hanwu Li; Shige Peng; Abdoulaye Soumana Hima
刊名Science China(Mathematics)
2018
期号01页码:1-26
关键词G-expectation reflected backward stochastic differential equations obstacle problems for fully nonlinear PDEs
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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/4575120
专题山东大学
作者单位1.School of Mathematics, Shandong University
2.Zhongtai Institute
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GB/T 7714
Hanwu Li,Shige Peng,Abdoulaye Soumana Hima. Reflected solutions of backward stochastic differential equations driven by G-Brownian motion[J]. Science China(Mathematics),2018(01):1-26.
APA Hanwu Li,Shige Peng,&Abdoulaye Soumana Hima.(2018).Reflected solutions of backward stochastic differential equations driven by G-Brownian motion.Science China(Mathematics)(01),1-26.
MLA Hanwu Li,et al."Reflected solutions of backward stochastic differential equations driven by G-Brownian motion".Science China(Mathematics) .01(2018):1-26.
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