{"title":"Doubly Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Coefficients","authors":"Shengqiu Sun","doi":"10.1007/s10959-024-01358-w","DOIUrl":null,"url":null,"abstract":"<p>In this paper, we consider doubly reflected backward stochastic differential equations driven by <i>G</i>-Brownian motion with uniformly continuous coefficients. The existence of solutions can be obtained by a monotone convergence argument, a linearization method, a penalization method and the method of Picard iteration.\n</p>","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"94 1","pages":""},"PeriodicalIF":0.8000,"publicationDate":"2024-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Theoretical Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s10959-024-01358-w","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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Abstract
In this paper, we consider doubly reflected backward stochastic differential equations driven by G-Brownian motion with uniformly continuous coefficients. The existence of solutions can be obtained by a monotone convergence argument, a linearization method, a penalization method and the method of Picard iteration.
期刊介绍：
Journal of Theoretical Probability publishes high-quality, original papers in all areas of probability theory, including probability on semigroups, groups, vector spaces, other abstract structures, and random matrices. This multidisciplinary quarterly provides mathematicians and researchers in physics, engineering, statistics, financial mathematics, and computer science with a peer-reviewed forum for the exchange of vital ideas in the field of theoretical probability.
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