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Forward-backward stochastic differential equations driven by G-Brownian motion

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arxiv 2104.06868 v1 pith:N42QK5MN submitted 2021-04-14 math.PR math.APmath.OC

Huan Lu , Yongsheng Song This is my paper · ORCID
classification math.PRmath.APmath.OC
keywords equationsdifferentialdrivenexistenceforward-backwardfullyg-brownianmotion
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abstract

In this paper, we study the existence and uniqueness of solutions to the fully coupled nonlinear forward-backward stochastic differential equations driven by G-Brownian motion. Assuming that the diffusion coefficient $\sigma$ is uniformly elliptic and all coefficients are differentiable, combining the results of fully nonlinear PDEs, we prove the existence and uniqueness of solutions to these equations.

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  1. Quadratic BSDEs with double constraints driven by G-Brownian motion

    math.PR 2025-08 reject novelty 6.0 of 10

    Claims well-posedness for quadratic G-BSDEs with double mean reflections, but the proof silently drops the f term and does not prove the stated f-inclusive theorem.

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