Hanwu Li
Published 2023-06-15Version 1
In this paper, we study the reflected stochastic differential equations driven by G-Brownian motion when the constraint depending only on the law of the solution. We first use two different approaches to construct the solution to the Skorokhod problem with mean reflection. The existence and uniqueness of solutions to mean reflected SDEs is obtained by a contraction mapping method. Besides, some a priori estimates are provided.
Reflected Stochastic Differential Equations Driven By G-Brownian motion With Nonlinear Resistance
On the Representation Theorem of G-Expectations and Paths of G--Brownian Motion
Reflected stochastic differential equations driven by $G$-Brownian motion in non-convex domains
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