Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion[J]. Chinese Journal of Applied Probability and Statistics.
Citation:
Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion[J]. Chinese Journal of Applied Probability and Statistics.
Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion[J]. Chinese Journal of Applied Probability and Statistics.
Citation:
Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion[J]. Chinese Journal of Applied Probability and Statistics.
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.
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