Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion[J]. Chinese Journal of Applied Probability and Statistics. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022117
Citation:
Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion[J]. Chinese Journal of Applied Probability and Statistics. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022117
Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion[J]. Chinese Journal of Applied Probability and Statistics. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022117
Citation:
Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion[J]. Chinese Journal of Applied Probability and Statistics. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022117
Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion
This paper establishes the existence and uniqueness results for solutions to multidimensional backward stochastic differential equation(G-BSDE) driven by G-Brownian motion, in which the generators f and g of G-BSDE satisfy the Osgood condition in y and Lipschitz condition in z.