Reflected Forward-Backward Stochastic Differential Equations Driven by G-Brownian Motion with Continuous Monotone Coefficients

Bingjun Wang ^[1] ; Hongjun Gao ^[2] ; Mei Li ^[3] ; Mingxia Yuan ^[4]
1. [1] Nanjing Normal University
  
  Nanjing Normal University
  
  China
2. [2] Southeast University
  
  Southeast University
  
  China
3. [3] Nanjing University of Finance and Economics
  
  Nanjing University of Finance and Economics
  
  China
4. [4] Nanjing Vocational Institute of Transport Technology
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Localización: Qualitative theory of dynamical systems, ISSN 1575-5460, Vol. 21, Nº 4, 2022
Idioma: inglés
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Resumen
- This paper is devoted to investigating the existence of solution to a class of reflected forward-backward stochastic differential equations driven by G-Brownian motion (G-RFBSDEs). We construct a solution to the equations by monotone convergence argument when the generator of backward equation and the drift of forward equation satisfy the monotonicity and uniformly continuous condition.