3 papers
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…
math.PR2026
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…