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

Backward stochastic differential equations driven by G-Brownian motion

Hits:

Affiliation of Author(s):中泰证券金融研究院

Journal:Stochastic Processes and their Applications

All the Authors:Shaolin Ji,pengshige

First Author:humingshang

Indexed by:Unit Twenty Basic Research

Document Code:lw-165344

Translation or Not:no

Date of Publication:2014-01-01

Pre 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