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.

引用

页码：2886 / 2911

页数：26

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