SjBMVconrOUxb5G8sUCO9ZMqGiSPJE0XSYPVg2QQpPi5uk0QfuDJatAp3Ybp
Current position: Home >> Scientific Research >> Paper Publications

Backward stochastic differential equations driven by G-Brownian motion

Hits:

Institution:中泰证券金融研究院

Title of Paper:Backward stochastic differential equations driven by G-Brownian motion

Journal:Stochastic Processes and their Applications

First Author:胡明尚

All the Authors:Shaolin Ji,彭实戈

Document Code:lw-165344

Translation or Not:No

Date of Publication:2014-01

Release Time:2019-10-22

Prev One:A stochastic recursive optimal control problem under the G-expectation framework

Next One:Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G-Brownian motion