Forward-backward stochastic differential equations driven by G-Brownian motion

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摘要

In this paper, we study the solution of coupled forward-backward stochastic differential equation driven by G-Brownian motion with monotone coefficients. Besides, we prove that the solution is the minimal one.

论文关键词：Forward-backward equation,G-Brownian motion,Monotone

论文评审过程：Received 26 March 2017, Revised 5 December 2018, Accepted 16 December 2018, Available online 29 December 2018, Version of Record 29 December 2018.

论文官网地址：https://doi.org/10.1016/j.amc.2018.12.031