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2026-01-06 13:31 UTC · math.PR · math.PR

G-BSDEs with time-varying monotonicity condition

Renxing Li, Xue Zhang

In this paper, we study backward stochastic differential equations driven by G-Brownian motion where the generator has time-varying monotonicity with respect to y and Lipsitz property with respect to z. Through the Yosida approximation, we have proved the existence and uniqueness of the solutions to these equations.
arXiv abstractPDF

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