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Reflected forward-backward stochastic differential equations driven by G-Brownian motion with continuous monotone coefficients

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arxiv 1801.02271 v1 pith:PTBUKFIY submitted 2018-01-07 math.PR

classification math.PR
keywords coefficientsdifferentialdrivenforward-backwardg-brownianmonotonemotionreflected
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In this paper, we prove that there exists at least one solution for the reflected forward-backward stochastic differential equation driven by G-Brownian motion satisfying the obstacle constraint with monotone coefficients.

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