Comparison Theorem, Feynman-Kac Formula and Girsanov Transformation for BSDEs Driven by G-Brownian Motion
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🧮 math.PR
keywords
comparisondrivenfeynman-kacformulag-browniangirsanovmotiontheorem
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In this paper, we study comparison theorem, nonlinear Feynman-Kac formula and Girsanov transformation of the BSDE driven by a G-Brownian motion.
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