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Shengqiu Sun
Shengqiu Sun

Public Documents 1
DOUBLY REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY G -BROWNIAN MOT...
Shengqiu Sun

Shengqiu Sun

July 10, 2023
In this paper, we consider the reflected backward stochastic differential equations driven by G-Brownian motion with two reflecting obstacles, whose generators satisfy a kind of non-lipschitz condition in y. The existence and uniqueness can be obtained by the method of Picard iteration, a penalization method and some uniform estimates.

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