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math.PR2014
On existence and uniqueness of solutions to uncertain backward stochastic differential equations
Weiyin Fei
This paper is concerned with a class of uncertain backward stochastic differential equations (UBSDEs) driven by both an -dimensional Brownian motion and a -dimensional canoni…
math.PR2013★ 14 cited
On exponential stability for stochastic differential equations disturbed by G-Brownian motion
Weiyin Fei, Chen Fei
We first introduce the calculus of Peng's G-Brownian motion on a sublinear expectation space . Then we investigate the exponential stability of pat…