Hence a nonlin- ear expectation can be defined by conformable backward stochastic differential equations. generator g of Equation (3) satisfies Assumption 1 and we define the g-expectation as Eg[ζ] = X(a), where a triple (X,Y, Z) is a unique solution of Equation (3) and X(a) denotes the initial value of the solution.
Feb 14, 2022
In this paper, we study the applications of conformable backward stochastic differential equations driven by Brownian motion and compensated random measure ...
Feb 14, 2022 · In this paper, we study the applications of conformable backward stochastic differential equations driven by Brownian motion and compensated ...
In this paper, we study the applications of conformable backward stochastic differential equations driven by Brownian motion and compensated random measure ...
In this paper, we study the applications of conformable backward stochastic differential equations driven by Brownian motion and compensated random measure ...
Abstract: In this paper, we study the applications of conformable backward stochastic differential equations driven by Brownian motion and compensated ...
Feb 1, 2022 · We investigate coupled forward backward stochastic differential equations driven by the G-Brownian motion which take the form
Abstract. In this paper, we study conformable backward stochastic differential equations driven by a Brownian motion and a compensated random measure.
Peng, S., BSDE and related g-expectations, Backward Stochastic Differential Equations,. El Karoui, N. and Mazliak, L. eds., Paris, 1995-1996, Pitman Research ...
In this paper, we are interested in real-valued backward stochastic differential equations with jumps together with their applications to non-linear ...