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math.PR2026
Some properties of G-SVIEs
Renxing Li, Xue Zhang
In this paper, we investigated the solvability of G-SVIEs under two cases: time-varying Lipschitz coefficients and integral-Lipschitz coefficients. Using the Picard iteration metho…
math.PR2026
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 prope…