Abstract

In this paper, we establish the existence and uniqueness theorem of backward stochastic differential equations driven by G-Brownian motion under β-order Mao's condition which is weaker than the Lipschitz one with the help of Picard iteration. Moreover, the corresponding comparison theorem and stability theorem are also obtained.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.