Multidimensional Backward Stochastic Differential Equation with Generators Under β-order Mao's Condition Driven by G-Brownian Motion
This paper establishes the existence and uniqueness results for solutions to multidimensional backward stochastic differential equation(G-BSDE)driven by G-Brownian motion,in which the generators f and g of G-BSDE satisfy the β-order Mao's condition in y and the Lipschitz conditon in z.
G-Brownian motionG-BSDEβ-order Mao's conditionexistence and uniqueness
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