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

Bingjun Wang; Hui Gao; Mei Li; Mingxia Yuan

doi:10.1007/s12346-022-00671-1

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

Bingjun Wang Hui Gao Mei Li Mingxia Yuan

Year: 2022 Journal: Qualitative Theory of Dynamical Systems Vol: 21 (4) Publisher: Birkhäuser

DOI: 10.1007/s12346-022-00671-1

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Keywords:

Mathematics Stochastic differential equation Monotone polygon Monotonic function Brownian motion Mathematical analysis Geometric Brownian motion Generator (circuit theory) Differential equation Class (philosophy) Convergence (economics) Applied mathematics Diffusion process

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

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