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Solutions of BSDEs with a kind of non-Lipschitz coefficients driven by G-Brownian motion

Zhang, W; Jiang, L

Jiang, L (corresponding author), China Univ Min & Technol, Sch Math, Xuzhou 221116, Jiangsu, Peoples R China.

STATISTICS & PROBABILITY LETTERS, 2021; 171 ():

Abstract

In this paper, we study the following backward stochastic differential equations driven by G-Brownian motion (G-BSDEs in short) Y-t = xi + integral(T)......

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