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Reflected solutions of backward stochastic differential equations driven by G-Brownian motion
Affiliation of Author(s):数学学院
Journal:Science China: Mathematics
Key Words:G-expectation;reflected backward stochastic differential equations;obstacle problems for fully nonlinear PDEs
Document Code:1395248080315486210
Volume:61
Issue:1
Page Number:1-26
Number of Words:4
Translation or Not:no
Date of Publication:2018-01-01