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