|Table of Contents|

A Limit Theorem for Solutions of BSDEs Driven by G-Brownian Motion with Uniformly Continuous Generators(PDF)

《南京师大学报（自然科学版）》[ISSN:1001-4616/CN:32-1239/N]

Issue:
2023年01期
Page:
11-17
Research Field:
数学
Publishing date:

Info

Title:
A Limit Theorem for Solutions of BSDEs Driven by G-Brownian Motion with Uniformly Continuous Generators
Author(s):
Yuan Mingxia1; Wang Bingjun2; Xiao Qingkun3
(1.Basic Department, Nanjing Vocational Institute of Transport Technology, Nanjing 211188, China)
(2.College of Science, Jinling Institute of Technology, Nanjing 211169, China)
(3.College of Science, Nanjing Agricultural University, Nanjing 210095, China)
Keywords:
limit theorem;  G-Brownian motion;  uniformly continuous generators
PACS:
O175.29; O211.6
DOI:
10.3969/j.issn.1001-4616.2023.01.003
Abstract:
In this paper,we study the limit theorem for solutions of BSDEs driven by G-Brownian motion with uniformly continuous generators and then we use the representation theorem to get a converse comparison theorem for GBSDEs with uniformly continuous generators.

References:

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Last Update: 2023-03-15