$G$-Brownian motion; $G$-expectation; increasing processes; $G$-It\^o's formula; $G$-stochastic differential equations; reflecting boundary conditions | (1) |
Backward stochastic differential equation ; Generator of superquadratic growth ; Unbounded terminal condition ; Existence result | (1) |
DiPerna-Lions theory, Generalized stochastic flows, Poisson point processes, Fokker-Planck equations | (1) |
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Stochastic differential equations driven by $G$-Brownian motion with reflecting boundary conditions Lin, Yiqing; Shandong University & Université de Rennes 1
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A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition Richou, Adrien; Université Bordeaux 1 - Masiero, Federica; Università di Milano Bicocca
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Degenerate irregular SDEs with jumps and application to integro-differential equations of Fokker-Planck type Zhang, Xicheng; Wuhan University
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