JOURNAL ARTICLE

Reflected Forward-Backward Stochastic Differential Equations Driven by G-Brownian Motion with Continuous Monotone Coefficients

Bingjun WangHui GaoMei LiMingxia Yuan

Year: 2022 Journal:   Qualitative Theory of Dynamical Systems Vol: 21 (4)   Publisher: Birkhäuser
Keywords:
Mathematics Stochastic differential equation Monotone polygon Monotonic function Brownian motion Mathematical analysis Geometric Brownian motion Generator (circuit theory) Differential equation Class (philosophy) Convergence (economics) Applied mathematics Diffusion process

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3
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0.83
FWCI (Field Weighted Citation Impact)
30
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0.66
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Citation History

Topics

Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance
Insurance, Mortality, Demography, Risk Management
Social Sciences →  Social Sciences →  Demography
Risk and Portfolio Optimization
Social Sciences →  Decision Sciences →  Management Science and Operations Research

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