Quadratic backward stochastic differential equations driven by G-Brownian motion: Discrete solutions and approximation
Hu, Ying, Lin, Yiqing, Soumana Hima, AbdoulayeLanguage:
english
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2017.12.004
Date:
January, 2018
File:
PDF, 419 KB
english, 2018