Doubly Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Coefficients

被引：0
|
作者：
Sun, Shengqiu [1 ]
机构：
[1] Shandong Normal Univ, Sch Math & Stat, Jinan 250014, Shandong, Peoples R China
来源：
JOURNAL OF THEORETICAL PROBABILITY | 2024年 / 37卷 / 04期
关键词：
G-expectation; G-Brownian motion; G-BSDE; Reflected G-BSDE; 2ND-ORDER BSDES; CALCULUS;
D O I：
10.1007/s10959-024-01358-w
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we consider doubly reflected backward stochastic differential equations driven by G-Brownian motion with uniformly continuous coefficients. The existence of solutions can be obtained by a monotone convergence argument, a linearization method, a penalization method and the method of Picard iteration.
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页码：2886 / 2911
页数：26
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