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

Author:

He WeiORCID

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference39 articles.

1. Backward stochastic differential equations with locally Lipschitz coefficient;Bahlali;C. R. Acad. Sci., Sér. 1 Math.,2001

2. On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients;Bai;Acta Math. Appl. Sin. Engl. Ser.,2014

3. BSDE with quadratic growth and unbounded terminal value;Briand;Probab. Theory Relat. Fields,2006

4. Quadratic BSDEs with convex generators and unbounded terminal conditions;Briand;Probab. Theory Relat. Fields,2008

5. A comparison theorem for solutions of backward stochastic differential equations;Cao;Adv. Math.,1999

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