BSDEs with mean reflection driven by G-Brownian motion
BSDEs with mean reflection driven by G-Brownian motion
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DOI：
10.1016/j.jmaa.2018.10.025
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发表时间：
2019-02
影响因子：
1.3
通讯作者：
Guomin Liu;Falei Wang
中科院分区：
文献类型：
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作者：
Guomin Liu;Falei Wang
本文研究了由G-布朗运动驱动的具有平均反射的倒向随机微分方程（具有平均反射的G-布朗运动）。利用鞅表示型论证和不动点理论，得到了具有平均反射的广义倒向随机微分方程解的存在唯一性。我们还考虑了更一般的非线性期望反射。
In this paper, we study the backward stochastic differential equation with mean reflection driven byG-Brownian motion (G-BSDE with mean reflection). The existence and uniqueness of solutions ofG-BSDEs with mean reflection are obtained with the help of a martingale representation type argument and the fixed-point theory. We also consider a more general nonlinear expectation reflection.