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.

","ama":"Li H, Peng S, Soumana Hima A. 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.

","frontiers":"Li, H., Peng, S., and Soumana Hima, A. (2017). Reflected Solutions of BSDEs Driven by $\\textit{G}$-Brownian Motion. 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.

","default":"Li H, Peng S, Soumana Hima A (2017) Center for Mathematical Economics Working Papers; 590.Bielefeld: Center for Mathematical Economics."},"volume":590,"user_id":"89573","file":[{"file_size":479631,"date_updated":"2019-09-06T09:19:00Z","access_level":"open_access","checksum":"6718f0e77c3718e77ffd87d74e0e5a80","content_type":"application/pdf","file_name":"IMW_working_paper_590.pdf","relation":"main_file","creator":"weingarten","date_created":"2018-08-15T13:57:02Z","file_id":"2930429"}],"status":"public","author":[{"first_name":"Hanwu","full_name":"Li, Hanwu","last_name":"Li","id":"120999951"},{"last_name":"Peng","first_name":"Shige","full_name":"Peng, Shige"},{"full_name":"Soumana Hima, Abdoulaye","first_name":"Abdoulaye","last_name":"Soumana Hima"}],"has_accepted_license":"1","department":[{"_id":"10053"}],"oa":1,"series_title":"Center for Mathematical Economics Working Papers","publication_identifier":{"issn":["0931-6558"]},"date_created":"2018-08-15T14:02:23Z","_id":"2930428","publisher":"Center for Mathematical Economics","locked":"1","abstract":[{"lang":"eng","text":"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"}],"title":"Reflected Solutions of BSDEs Driven by $\\textit{G}$-Brownian Motion","keyword":["$\\textit{G}$-expectation","$\\textit{G}$-BSDEs","reflected $\\textit{G}$-BSDEs"],"place":"Bielefeld","publication_status":"published","type":"working_paper","file_date_updated":"2019-09-06T09:19:00Z","intvolume":" 590","urn":"urn:nbn:de:0070-pub-29304283","date_updated":"2019-01-17T10:53:05Z"}]