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

ZHANG Gang; JIANG Long; ZHANG Wei

doi:10.12460/j.issn.1001-4268.aps.2025.2022117

ZHANG Gang, JIANG Long, ZHANG Wei. Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian MotionJ. Chinese Journal of Applied Probability and Statistics, 2025, 41(1): 83-100. 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 MotionJ. Chinese Journal of Applied Probability and Statistics, 2025, 41(1): 83-100. 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 MotionJ. Chinese Journal of Applied Probability and Statistics, 2025, 41(1): 83-100. DOI: 10.12460/j.issn.1001-4268.aps.2025.2022117

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

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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 g_ij of G-BSDE satisfy the Osgood condition in y and Lipschitz condition in z

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

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