lSWw3QLK7U0KApdiBz5VE8siZEcdKAmK30Qz9FrVvWZOKTR9c8EREW6wzGvJ
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,胡明尚

Document Code:lw-165344

Number of Words:32

Translation or Not:No

Date of Publication:2014-01

Release Time:2019-10-24

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

Next One:A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal sate constraints