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  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.