Quadratic BSDEs with mean reflection driven by G-brownian motion

Article Properties
  • Language
    English
  • DOI (url)
    10.1142/s0219493723500442
  • Publication Date
    2023/08/01
  • Journal
    Stochastics and Dynamics
  • Indian UGC (journal)
  • Refrences
    34
  • Zihao Gu School of Mathematical Sciences, Shanghai Jiao Tong University, No. 800 Dongchuan Road, Shanghai 200240, P. R. China
  • Yiqing Lin School of Mathematical Sciences, Shanghai Jiao Tong University, No. 800 Dongchuan Road, Shanghai 200240, P. R. China
  • Kun Xu School of Mathematical Sciences, Shanghai Jiao Tong University, No. 800 Dongchuan Road, Shanghai 200240, P. R. China ORCID (unauthenticated)
Abstract
Cite
Gu, Zihao, et al. “Quadratic BSDEs With Mean Reflection Driven by G-Brownian Motion”. Stochastics and Dynamics, vol. 23, no. 05, 2023, https://doi.org/10.1142/s0219493723500442.
Gu, Z., Lin, Y., & Xu, K. (2023). Quadratic BSDEs with mean reflection driven by G-brownian motion. Stochastics and Dynamics, 23(05). https://doi.org/10.1142/s0219493723500442
Gu, Zihao, Yiqing Lin, and Kun Xu. “Quadratic BSDEs With Mean Reflection Driven by G-Brownian Motion”. Stochastics and Dynamics 23, no. 05 (2023). https://doi.org/10.1142/s0219493723500442.
Gu Z, Lin Y, Xu K. Quadratic BSDEs with mean reflection driven by G-brownian motion. Stochastics and Dynamics. 2023;23(05).
Journal Categories
Science
Mathematics
Science
Mathematics
Probabilities
Mathematical statistics
Refrences
Title Journal Journal Categories Citations Publication Date
Quadratic BSDEs with convex generators and unbounded terminal conditions Probability Theory and Related Fields
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 166 2008
Quadratic G-BSDEs with convex generators and unbounded terminal conditions Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 3 2022
Reflected Quadratic BSDEs Driven by G-Brownian Motions Chinese Annals of Mathematics
  • Science: Mathematics
 3 2020
BSDEs with mean reflection driven by G-Brownian motion Journal of Mathematical Analysis and Applications
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 3 2019
Quadratic backward stochastic differential equations driven by G-Brownian motion: Discrete solutions and approximation Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 15 2018
Refrences Analysis
Category Category Repetition
Science: Mathematics27
Science: Mathematics: Probabilities. Mathematical statistics22
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods4
Social Sciences: Economic theory. Demography: Economics as a science2
Social Sciences: Finance1
Social Sciences: Statistics1
Social Sciences: Commerce: Business1
The category Science: Mathematics 27 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