Multi-dimensional Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Diagonal Generators

We consider the well-posedness problem of multi-dimensional reflected backward stochastic differential equations driven by G -Brownian motion ( G -BSDEs) with diagonal generators. Two methods, including the penalization method and the Picard iteration argument, are provided to prove the existence an...

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Veröffentlicht in:	Journal of theoretical probability 2024, Vol.37 (3), p.2615-2645
Hauptverfasser:	Li, Hanwu, Liu, Guomin
Format:	Artikel
Sprache:	eng
Schlagworte:	Brownian motion Mathematics Mathematics and Statistics Multidimensional methods Nonlinear differential equations Parabolic differential equations Partial differential equations Picard iterations Probability Theory and Stochastic Processes Statistics
Online-Zugang:	Volltext
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