Add to ORKGIn this paper, we obtain the existence and uniqueness theorem for backward stochastic differential equation driven by G-Brownian motion (G-BSDE) under degenerate case. Moreover, we propose a new probabilistic method based on the representation theorem of G-expectation and weak convergence to obtain the regularity of fully nonlinear PDE associated to G-BSDE.Comment: 34 page
. We give a characterization of G-regularity for super-Brownian motion and the Brownian snake. More ...
We consider the stochastic optimal control problems under G-expectation. Based on the theory of back...
The authors of the present paper study the weak existence and the uniqueness in law for the solution...
In this paper, we study the numerical method for solving forward-backward stochastic differential eq...
In this paper, we obtain the existence and uniqueness theorem of $L^{p}$-solution for coupled forwar...
Li H, Peng S, Soumana Hima A. Reflected Solutions of BSDEs Driven by $\textit{G}$-Brownian Motion. C...
We study the solution of one-dimensional generalized backward stochastic differential equation drive...
International audienceIn this paper, we study the reflected solutions of one-dimensional backward st...
International audienceIn this paper, we consider backward stochastic differential equations driven b...
International audienceIn this paper, we consider backward stochastic differential equations driven b...
International audienceIn this paper, we consider backward stochastic differential equations driven b...
International audienceIn this paper, we consider backward stochastic differential equations driven b...
International audienceIn this paper, we consider backward stochastic differential equations driven b...
In this paper, we initiate the study of backward doubly stochastic differential equations (BDSDEs, f...
In this paper, we explore a new class of stochastic differential equations called anticipated genera...
. We give a characterization of G-regularity for super-Brownian motion and the Brownian snake. More ...
We consider the stochastic optimal control problems under G-expectation. Based on the theory of back...
The authors of the present paper study the weak existence and the uniqueness in law for the solution...
In this paper, we study the numerical method for solving forward-backward stochastic differential eq...
In this paper, we obtain the existence and uniqueness theorem of $L^{p}$-solution for coupled forwar...
Li H, Peng S, Soumana Hima A. Reflected Solutions of BSDEs Driven by $\textit{G}$-Brownian Motion. C...
We study the solution of one-dimensional generalized backward stochastic differential equation drive...
International audienceIn this paper, we study the reflected solutions of one-dimensional backward st...
International audienceIn this paper, we consider backward stochastic differential equations driven b...
International audienceIn this paper, we consider backward stochastic differential equations driven b...
International audienceIn this paper, we consider backward stochastic differential equations driven b...
International audienceIn this paper, we consider backward stochastic differential equations driven b...
International audienceIn this paper, we consider backward stochastic differential equations driven b...
In this paper, we initiate the study of backward doubly stochastic differential equations (BDSDEs, f...
In this paper, we explore a new class of stochastic differential equations called anticipated genera...
. We give a characterization of G-regularity for super-Brownian motion and the Brownian snake. More ...
We consider the stochastic optimal control problems under G-expectation. Based on the theory of back...
The authors of the present paper study the weak existence and the uniqueness in law for the solution...