Work

BSDEs driven by 𝐺-Brownian motion under degenerate case and its application to the regularity of fully nonlinear PDEs

Year: 2024

Type: preprint

DOI: 10.1090/tran/9129

Authors: Mingshang Hu, Shaolin Ji, Xiaojuan Li

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4391219087

Cites:

Cited by: 1

Related to: 10