Reflected forward-backward stochastic differential equations driven by G-Brownian motion with continuous monotone coefficients

Bingjun Wang; Hongjun Gao; Mei Li

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arXiv · 1801.02271

Reflected forward-backward stochastic differential equations driven by G-Brownian motion with continuous monotone coefficients

Bingjun Wang·Hongjun Gao·Mei Li

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Abstract

In this paper, we prove that there exists at least one solution for the reflected forward-backward stochastic differential equation driven by G-Brownian motion satisfying the obstacle constraint with monotone coefficients.

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Bingjun Wang, Hongjun Gao, Mei Li. 2018-01-07. Reflected forward-backward stochastic differential equations driven by G-Brownian motion with continuous monotone coefficients. https://arxiv.org/abs/1801.02271

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