论文标题
由G-Brownian运动驱动的反射BSDE具有非lipschitz系数
Reflected BSDEs driven by G-Brownian motion with non-Lipschitz coefficients
论文作者
论文摘要
在本文中，我们考虑了由G-Brownian运动（反射G-BSDES）驱动的反射的随机微分方程，它们的系数满足了Beta-rorder Mao的状况。独特性是通过一些先验估计获得的，并且可以通过两种不同的方法证明存在。第一个是Picard迭代，第二个是通过惩罚进行近似。后一种结构对于获得比较定理很有用。
In this paper, we consider the reflected backward stochastic differential equations driven by G-Brownian motion (reflected G-BSDEs) whose coefficients satisfy the beta-order Mao's condition. The uniqueness is obtained by some a priori estimates and the existence can be proved by two different methods. The first one is Picard iteration and the second one is approximation via penalization. The latter construction is useful to get the comparison theorem.
