Reflected solutions of backward stochastic differential equations driven by G-Brownian motion | |
Hanwu Li; Shige Peng; Abdoulaye Soumana Hima | |
刊名 | Science China(Mathematics)
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2018 | |
期号 | 01页码:1-26 |
关键词 | G-expectation reflected backward stochastic differential equations obstacle problems for fully nonlinear PDEs |
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/4575120 |
专题 | 山东大学 |
作者单位 | 1.School of Mathematics, Shandong University 2.Zhongtai Institute |
推荐引用方式 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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