{
  "id": "1912.05808",
  "version": "v1",
  "published": "2019-12-12T07:38:43.000Z",
  "updated": "2019-12-12T07:38:43.000Z",
  "title": "Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Reflections",
  "authors": [
    "Hanwu Li",
    "Yongsheng Song"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, we study the reflected backward stochastic differential equations driven by G-Brownian motion with two reflecting obstacles, which means that the solution lies between two prescribed processes. A new kind of approximate Skorohod condition is proposed to derive the uniqueness and existence of the solutions. The uniqueness can be proved by a priori estimates and the existence is obtained via a penalization method.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2019-12-12T07:38:43.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "backward stochastic differential equations driven",
      "g-brownian motion",
      "double reflections",
      "reflected backward stochastic differential equations",
      "approximate skorohod condition"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}