most citedBackward doubly stochastic differential equations with weak assumptions on the coefficients

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math.PR2010★ 10 cited

Backward doubly stochastic differential equations with weak assumptions on the coefficients

Qian Lin

In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs) where the coefficient is left Lipschitz in y (may be discontinuous) and unifo…

math.PR2010★ 2 cited

Representation of G-martingales as stochastic integrals with respect to the G-Brownian motion

Qian Lin

The objective of this paper is to derive a representation of symmetric G-martingales as stochastic integrals with respect to the G-Brownian motion. For this end, we first study som…