Solutions of G-Backward Stochastic Differential Equations with Continuous Coefficients

Solutions of G-Backward Stochastic Differential Equations with Continuous Coefficients

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Part of #Solutions of G-Backward Stochastic Differential Equations with Continuous Coefficients# :

Publishing year : 2014

Conference : Second National Conference on Applied Research in Mathematics and Physics

Number of pages : 9

Abstract: In this paper, we study G-backward stochastic differential equations with continuous coefficients. Mingshang Hu, Shaolin Ji, Shige Peng, Yongsheng Song [1] proved the existence and uniqueness of the result when and are Lipschitz conditions in and in the G-framework. We give the existence and uniqueness results for G-backward stochastic differential equations, when the generator is uniformly continuous in y, z, and the terminal value L with 1 2. We consider the G-backward stochastic differential equations driven by GBrownian motion in Following form:!,, #! $!,, # B s% # $%, and $% & amp; , (1) where, and & amp; Are unknown and are given a random variable called the generator, and a random variable called terminal value. Our main result of this paper is the existence and uniqueness of a solution, & amp; For (1) in the G framework.