5 papers
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…
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…
Squared Bessel processes under nonlinear expectation
Mingshang Hu, Renxing Li, Xue Zhang
In this paper, we define the squared G-Bessel process as the square of the modulus of a class of G-Brownian motions and establish that it is the unique solution to a stochastic dif…
-Bessel processes and related properties
Mingshang Hu, Renxing Li
In this paper, we introduce -Bessel processes for a class of -dimensional -Brownian motions. Under the condition of dimensionality , we obtain that the -Be…
Stochastic Volterra integral equations driven by -Brownian motion
Bingru Zhao, Renxing Li, Mingshang Hu
In this paper, we study the stochastic Volterra integral equation driven by -Brownian motion (-SVIE). The existence, uniqueness and two types of continuity of the solution to…