论文标题
由G-Brownian运动驱动的BSDE在退化情况下及其在完全非线性PDE的规律性上的应用
BSDEs driven by G-Brownian motion under degenerate case and its application to the regularity of fully nonlinear PDEs
论文作者
论文摘要
在本文中，我们获得了由G-Brownian运动（G-BSDE）在退化情况下驱动的向后随机微分方程的存在和唯一定理。此外，我们提出了一种基于G-预测和弱收敛性表示的新概率方法，以获得与G-BSDE相关的完全非线性PDE的规律性。
In this paper, we obtain the existence and uniqueness theorem for backward stochastic differential equation driven by G-Brownian motion (G-BSDE) under degenerate case. Moreover, we propose a new probabilistic method based on the representation theorem of G-expectation and weak convergence to obtain the regularity of fully nonlinear PDE associated to G-BSDE.
