张港, 江龙, 张伟. Osgood条件下G-Brown运动驱动的多维倒向随机微分方程[J]. 应用概率统计, 2025, 41(1): 83-100. DOI: 10.12460/j.issn.1001-4268.aps.2025.2022117
引用本文: 张港, 江龙, 张伟. Osgood条件下G-Brown运动驱动的多维倒向随机微分方程[J]. 应用概率统计, 2025, 41(1): 83-100. DOI: 10.12460/j.issn.1001-4268.aps.2025.2022117
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ZHANG Gang, JIANG Long, ZHANG Wei, . Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion[J]. Chinese Journal of Applied Probability and Statistics, 2025, 41(1): 83-100.
Citation: ZHANG Gang, JIANG Long, ZHANG Wei, . Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion[J]. Chinese Journal of Applied Probability and Statistics, 2025, 41(1): 83-100.
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Osgood条件下G-Brown运动驱动的多维倒向随机微分方程

Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion

    摘要
  • 摘要: 本文建立了G-Brown运动驱动的多维倒向随机微分方程(G-BSDE) 解的存在性和唯一性, 其中G-BSDE的生成元f和gij关于变量y满足Osgood条件、关于变量z满足Lipschitz条件.

     

    Abstract: This paper establishes the existence and uniqueness result for solutions to multidimensional backward stochastic differential equation(G-BSDE) driven by G-Brownian motion, in which the generators f and gij of G-BSDE satisfy the Osgood condition in y and Lipschitz condition in z

     

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