@phdthesis{soumanahima:tel-01527503,
TITLE = {Stochastic differential equations under G-expectation and applications},
AUTHOR = {Soumana-Hima, Abdoulaye},
URL = {https://theses.hal.science/tel-01527503},
NUMBER = {2017REN1S007},
SCHOOL = {Universit{\'e} de Rennes},
YEAR = {2017},
MONTH = May, KEYWORDS = {G-Expectation ; G-Brownian motion ; Stochastic differential equations ; Backward stochastic differential equations, quadratic growth, nonlinear PDEs, robust utility maximization ; Skorokhod problem ; Penalization method ; $A$-H{\"o}lder continuity ; Non-Convex domains ; Obstacle ; G-Esp{\'e}rance ; G-Mouvement brownien ; {\'E}quations diff{\'e}rentielles stochastiques ; {\'E}quations diff{\'e}rentielles stochastiques r{\'e}trogrades ; Croissance quadratique ; EDPs non-Lin{\'e}aire ; Maximisation d'utilite robuste ; Probl{\`e}mes de Skorokhod ; M{\'e}thode de p{\'e}nalisation ; $A$-H{\"o}lder continues ; Domaines non convexes ; Barri{\`e}re},
TYPE = {Theses},
PDF = {https://theses.hal.science/tel-01527503/file/SOUMANA_HIMA_Abdoulaye.pdf},
HAL_ID = {tel-01527503},
HAL_VERSION = {v1},
}