TY  - GEN
AB  - In this paper, we study the reflected solutions of one-dimensional backward stochastic differential equations driven by *G*-Brownian motion (RGBSDE for short). The reflection keeps the solution above a given stochastic process. In order to derive the uniqueness of reflected *G*-BSDEs, we apply a \martingale condition" instead of the Skorohod condition. Similar to the classical case, we prove the existence by approximation via penalization.
DA  - 2017
KW  - $\textit{G}$-expectation
KW  - $\textit{G}$-BSDEs
KW  - reflected $\textit{G}$-BSDEs
LA  - eng
PY  - 2017
SN  - 0931-6558
SP  - 32-
TI  - Reflected Solutions of BSDEs Driven by $\textit{G}$-Brownian Motion
UR  - https://nbn-resolving.org/urn:nbn:de:0070-pub-29304283
Y2  - 2024-11-22T14:32:44
ER  -