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

DOI10.1007/S12346-022-00671-1MaRDI QIDQ6296116arXivWikidataFDO

Authors Bing-jun Wang, Hongjun Gao, Mei Li, Ming-xia Yuan

Publication date 7 January 2018

Published in arXiv

Full work available at URL https://doi.org/10.1007/S12346-022-00671-1

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

arXiv classification

math.PR

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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