Mean-field backward stochastic differential equations driven by G-Brownian motion with uniformly continuous coefficients

2021 ◽  
pp. 1-23
Author(s):  
Shengqiu Sun
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Mean Field ◽  
Backward Stochastic Differential Equations ◽  
Uniformly Continuous

scholarly journals Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Reflections

2020 ◽  
Author(s):  
Hanwu Li ◽  
Yongsheng Song
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
A Priori Estimates ◽  
A Priori ◽  
Backward Stochastic Differential Equations ◽  
Penalization Method ◽  
Priori Estimates ◽  
Uniqueness And Existence

Abstract In this paper, we study the reflected backward stochastic differential equations driven by G-Brownian motion with two reflecting obstacles, which means that the solution lies between two prescribed processes. A new kind of approximate Skorohod condition is proposed to derive the uniqueness and existence of the solutions. The uniqueness can be proved by a priori estimates and the existence is obtained via a penalization method.

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