Existence, uniqueness, and comparison results are established for reflected stochastic differential equations driven by G-Brownian motion under nonlinear constraints.
The Skorokhod problem with two nonlinear constraints
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Reflected Stochastic Differential Equations Driven by G-Brownian Motion with Nonlinear Constraints
Existence, uniqueness, and comparison results are established for reflected stochastic differential equations driven by G-Brownian motion under nonlinear constraints.