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. DOI: 10.12460/j.issn.1001-4268.aps.2025.2022117
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. DOI: 10.12460/j.issn.1001-4268.aps.2025.2022117
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Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion

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  • This is 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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