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Persistent link: https://www.econbiz.de/10014329362
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...
Persistent link: https://www.econbiz.de/10015423938
Persistent link: https://www.econbiz.de/10008649933
In this paper, we study the reflected backward stochastic differential equation driven by G-Brownian motion (reflected G-BSDE for short) with an upper obstacle. The existence is proved by approximation via penalization. By using a variant comparison theorem, we show that the solution we...
Persistent link: https://www.econbiz.de/10015422785