Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by GG-Brownian motion

In this paper, we study comparison theorem, nonlinear Feynman–Kac formula and Girsanov transformation of the following BSDE driven by a GG-Brownian motion: Yt=ξ+∫tTf(s,Ys,Zs)ds+∫tTg(s,Ys,Zs)d〈B〉s−∫tTZsdBs−(KT−Kt), where KK is a decreasing GG-martingale.