Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections

DOI10.1007/s10959-020-01038-5zbMath1474.60149arXiv1912.05808OpenAlexW3086776577WikidataQ115382033 ScholiaQ115382033MaRDI QIDQ2664540

Yongsheng Song, Hanwu Li

Publication date: 17 November 2021

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.05808

zbMATH Keywords

\(G\)-expectationreflected backward SDEapproximate Skorohod condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Wellposedness of second order reflected BSDEs: A new formulation ⋮ Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients

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