[{"keyword":[],"volume":590,"file_date_updated":"2019-09-06T09:19:00Z","locked":"1","date_created":"2018-08-15T14:02:23Z","citation":{"harvard1":"Li, H., Peng, S., & Soumana Hima, A., 2017. *Reflected Solutions of BSDEs Driven by $\\textit{G}$-Brownian Motion*, Center for Mathematical Economics Working Papers, no.590, Bielefeld: Center for Mathematical Economics.","lncs":" Li, H., Peng, S., Soumana Hima, A.: Reflected Solutions of BSDEs Driven by $\\textit{G}$-Brownian Motion. Center for Mathematical Economics Working Papers, 590. Center for Mathematical Economics, Bielefeld (2017).","dgps":"Li, H., Peng, S. & Soumana Hima, A. (2017). *Reflected Solutions of BSDEs Driven by $\\textit{G}$-Brownian Motion* (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.

","angewandte-chemie":"H. Li, S. Peng, and A. Soumana Hima, *Reflected Solutions of BSDEs Driven by $\\textit{G}$-Brownian Motion*, Center For Mathematical Economics, Bielefeld, **2017**.","chicago":"Li, Hanwu, Peng, Shige, and Soumana Hima, Abdoulaye. 2017. *Reflected Solutions of BSDEs Driven by $\\textit{G}$-Brownian Motion*. Vol. 590. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.

","wels":"Li, H.; Peng, S.; Soumana Hima, A. (2017): Reflected Solutions of BSDEs Driven by $\\textit{G}$-Brownian Motion. Bielefeld: Center for Mathematical Economics.","apa":"Li, H., Peng, S., & Soumana Hima, A. (2017). *Reflected Solutions of BSDEs Driven by $\\textit{G}$-Brownian Motion* (Center for Mathematical Economics Working Papers, 590). Bielefeld: Center for Mathematical Economics.","apa_indent":"Li, H., Peng, S., & Soumana Hima, A. (2017). *Reflected Solutions of BSDEs Driven by $\\textit{G}$-Brownian Motion* (Center for Mathematical Economics Working Papers, 590). Bielefeld: Center for Mathematical Economics.

","default":"Li H, Peng S, Soumana Hima A (2017) Center for Mathematical Economics Working Papers; 590.

Bielefeld: Center for Mathematical Economics.","mla":"Li, Hanwu, Peng, Shige, and Soumana Hima, Abdoulaye. *Reflected Solutions of BSDEs Driven by $\\textit{G}$-Brownian Motion*. Bielefeld: Center for Mathematical Economics, 2017. Center for Mathematical Economics Working Papers. 590.","bio1":"Li H, Peng S, Soumana Hima A (2017)

*Reflected Solutions of BSDEs Driven by $\\textit{G}$-Brownian Motion*. Center for Mathematical Economics Working Papers; 590.

Bielefeld: Center for Mathematical Economics.","ieee":" H. Li, S. Peng, and A. Soumana Hima, *Reflected Solutions of BSDEs Driven by $\\textit{G}$-Brownian Motion*, Center for Mathematical Economics Working Papers, vol. 590, Bielefeld: Center for Mathematical Economics, 2017.","frontiers":"Li, H., Peng, S., and Soumana Hima, A. (2017). Reflected Solutions of BSDEs Driven by $\\textit{G}$-Brownian Motion. *Center for Mathematical Economics Working Papers*, 590, Bielefeld: Center for Mathematical Economics."},"intvolume":" 590","uri_base":"https://pub.uni-bielefeld.de","department":[{"_id":"10053","tree":[{"_id":"10053"}]}],"dini_type":"doc-type:workingPaper","author":[{"id":"120999951","last_name":"Li","full_name":"Li, Hanwu","first_name":"Hanwu"},{"last_name":"Peng","full_name":"Peng, Shige","first_name":"Shige"},{"last_name":"Soumana Hima","first_name":"Abdoulaye","full_name":"Soumana Hima, Abdoulaye"}],"abstract":[{"lang":"eng"}],"type":"working_paper","date_updated":"2019-01-17T10:53:05Z","language":[{}],"ddc":[],"series_title":"Center for Mathematical Economics Working Papers","user_id":"89573","place":"Bielefeld","dc":{"description":["In this paper, we study the reflected solutions of one-dimensional backward stochastic differential equations driven by *G*-Brownian motion (RGBSDE for short). The reflection keeps the solution above a given stochastic process. In order to derive the uniqueness of reflected *G*-BSDEs, we apply a \\martingale condition\" instead of the Skorohod condition. Similar to the classical case, we prove the existence by approximation via penalization. \r\n"],"rights":["info:eu-repo/semantics/openAccess"],"creator":["Li, Hanwu","Peng, Shige","Soumana Hima, Abdoulaye"],"relation":["info:eu-repo/semantics/altIdentifier/issn/0931-6558"],"subject":["$\\textit{G}$-expectation","$\\textit{G}$-BSDEs","reflected $\\textit{G}$-BSDEs","ddc:300"],"publisher":["Center for Mathematical Economics"],"source":["Li H, Peng S, Soumana Hima A. *Reflected Solutions of BSDEs Driven by $\\textit{G}$-Brownian Motion*. Center for Mathematical Economics Working Papers. Vol 590. Bielefeld: Center for Mathematical Economics; 2017."],"title":["Reflected Solutions of BSDEs Driven by $\\textit{G}$-Brownian Motion"],"type":["info:eu-repo/semantics/workingPaper","doc-type:workingPaper","text"],"language":["eng"],"date":["2017"],"identifier":["https://pub.uni-bielefeld.de/record/2930428","https://pub.uni-bielefeld.de/download/2930428/2930429"]},"_id":"2930428","file":[{"date_created":"2018-08-15T13:57:02Z","file_id":"2930429","date_updated":"2019-09-06T09:19:00Z","file_name":"IMW_working_paper_590.pdf","checksum":"6718f0e77c3718e77ffd87d74e0e5a80","creator":"weingarten","access_level":"open_access","relation":"main_file","content_type":"application/pdf","file_size":479631}],"has_accepted_license":"1","publication_status":"published","message":"MSC-classification: 60H10, 60H30","page":"32","urn":"urn:nbn:de:0070-pub-29304283","publication_identifier":{"issn":[]},"oa":1,"status":"public","creator":{"id":"89573","login":"weingarten"}}]