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

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Institution:中泰证券金融研究院

Title of Paper:Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs 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-165348

Number of Words:32

Translation or Not:No

Date of Publication:2014-02

Release Time:2019-10-25

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