{
  "id": "2306.08931",
  "version": "v1",
  "published": "2023-06-15T08:14:14.000Z",
  "updated": "2023-06-15T08:14:14.000Z",
  "title": "Stochastic Differential Equations Driven by G-Brownian Motion with Mean Reflections",
  "authors": [
    "Hanwu Li"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2023-06-15T08:14:14.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "g-brownian motion",
      "mean reflection",
      "reflected stochastic differential equations driven",
      "skorokhod problem",
      "mean reflected sdes"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}