Reflected solutions of backward stochastic differential equations driven by G-Brownian motion

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Li, Hanwu, et al. “Reflected Solutions of Backward Stochastic Differential Equations Driven by G-Brownian Motion”. Science China Mathematics, vol. 61, no. 1, 2017, pp. 1-26, https://doi.org/10.1007/s11425-017-9176-0.
Li, H., Peng, S., & Soumana Hima, A. (2017). Reflected solutions of backward stochastic differential equations driven by G-Brownian motion. Science China Mathematics, 61(1), 1-26. https://doi.org/10.1007/s11425-017-9176-0
Li, Hanwu, Shige Peng, and Abdoulaye Soumana Hima. “Reflected Solutions of Backward Stochastic Differential Equations Driven by G-Brownian Motion”. Science China Mathematics 61, no. 1 (2017): 1-26. https://doi.org/10.1007/s11425-017-9176-0.
Li H, Peng S, Soumana Hima A. Reflected solutions of backward stochastic differential equations driven by G-Brownian motion. Science China Mathematics. 2017;61(1):1-26.
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Refrences
Title Journal Journal Categories Citations Publication Date
Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven byG-Brownian motion Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
89 2014
Backward stochastic differential equations driven byG-Brownian motion Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
96 2014
Financial markets with volatility uncertainty Journal of Mathematical Economics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
46 2014
Stopping times and related Itô’s calculus with G-Brownian motion Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
108 2011
Some properties on G-evaluation and its applications to G-martingale decomposition Science China Mathematics
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
90 2011
Refrences Analysis
The category Science: Mathematics 10 is the most frequently represented among the references in this article. It primarily includes studies from Stochastic Processes and their Applications The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
Multi-dimensional Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Diagonal Generators Journal of Theoretical Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
2024
Generation of five-photon hyperentangled cluster state with three-photon GHZ state and Bell state via weak cross-Kerr nonlinearity Quantum Information Processing
  • Science: Physics
  • Science: Physics
  • Science: Mathematics
  • Science: Physics
2024
Multi-dimensional mean-reflected BSDEs driven by G-Brownian motion with time-varying non-Lipschitz coefficients Statistics & Probability Letters
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
2024
Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition Journal of Theoretical Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
2023
MEMS and MOEMS Gyroscopes: A Review

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  • Technology: Engineering (General). Civil engineering (General): Applied optics. Photonics
  • Science: Mathematics: Instruments and machines
  • Science: Physics: Optics. Light
  • Technology: Chemical technology
  • Technology: Electrical engineering. Electronics. Nuclear engineering: Materials of engineering and construction. Mechanics of materials
  • Science: Physics
2023
Citations Analysis
The category Science: Mathematics 14 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Multi-dimensional BSDEs driven by G-Brownian motion and related system of fully nonlinear PDEs and was published in 2019. The most recent citation comes from a 2024 study titled Multi-dimensional Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Diagonal Generators. This article reached its peak citation in 2023, with 6 citations. It has been cited in 16 different journals, 12% of which are open access. Among related journals, the Journal of Theoretical Probability cited this research the most, with 2 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year