BSDEs driven by G-Brownian motion with non-Lipschitz coefficients

被引：3

作者：

He, Wei ^{[1
]}

机构：

[1] Shandong Univ, Sch Math, Jinan, Peoples R China

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2022年 / 505卷 / 02期

基金：

中国国家自然科学基金;

关键词：

BSDE; G-Brownian motion; beta-order Mao's condition; STOCHASTIC DIFFERENTIAL-EQUATIONS; REPRESENTATION THEOREM; G-EXPECTATION; CALCULUS;

D O I：

10.1016/j.jmaa.2021.125569

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we establish the existence and uniqueness theorem of backward stochastic differential equations driven by G-Brownian motion under beta-order Mao's condition which is weaker than the Lipschitz one with the help of Picard iteration. Moreover, the corresponding comparison theorem and stability theorem are also obtained. (C) 2021 Elsevier Inc. All rights reserved.

引用

页数：22

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