Reflected forward-backward stochastic differential equations driven by G-Brownian motion with continuous monotone coefficients
Probability
2023-01-10 v1
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.
Keywords
Cite
@article{arxiv.1801.02271,
title = {Reflected forward-backward stochastic differential equations driven by G-Brownian motion with continuous monotone coefficients},
author = {Bingjun Wang and Hongjun Gao and Mei Li},
journal= {arXiv preprint arXiv:1801.02271},
year = {2023}
}