{
  "id": "2205.09164",
  "version": "v1",
  "published": "2022-05-18T18:26:32.000Z",
  "updated": "2022-05-18T18:26:32.000Z",
  "title": "BSDEs driven by G-Brownian motion under degenerate case and its application to the regularity of fully nonlinear PDEs",
  "authors": [
    "Mingshang Hu",
    "Shaolin Ji",
    "Xiaojuan Li"
  ],
  "comment": "34 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2022-05-18T18:26:32.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10"
    ],
    "keywords": [
      "fully nonlinear pde",
      "g-brownian motion",
      "degenerate case",
      "bsdes driven",
      "regularity"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 34,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}