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20202026
most citedDoubly Reflected Backward SDEs Driven by G-Brownian Motions and Fully Nonlinear PDEs with Double Obstacles

2 citations · 2 across the 7 of their papers we have counts for

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math.PR2020★ 2 cited

Doubly Reflected Backward SDEs Driven by G-Brownian Motions and Fully Nonlinear PDEs with Double Obstacles

Hanwu Li, Ning Ning

In this paper, we introduce a new method to study the doubly reflected backward stochastic differential equation driven by G-Brownian motion (G-BSDE). Our approach involves approxi…