[{"keyword":["$\\textit{G}$-expectation","$\\textit{G}$-BSDEs","reflected $\\textit{G}$-BSDEs"],"author":[{"last_name":"Li","first_name":"Hanwu","id":"120999951","full_name":"Li, Hanwu"},{"full_name":"Peng, Shige","first_name":"Shige","last_name":"Peng"},{"full_name":"Soumana Hima, Abdoulaye","last_name":"Soumana Hima","first_name":"Abdoulaye"}],"type":"working_paper","department":[{"_id":"10053"}],"file_date_updated":"2019-09-06T09:19:00Z","volume":590,"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"}],"user_id":"89573","intvolume":" 590","title":"Reflected Solutions of BSDEs Driven by $\\textit{G}$-Brownian Motion","_id":"2930428","oa":1,"has_accepted_license":"1","file":[{"access_level":"open_access","creator":"weingarten","file_name":"IMW_working_paper_590.pdf","checksum":"6718f0e77c3718e77ffd87d74e0e5a80","date_updated":"2019-09-06T09:19:00Z","file_size":479631,"content_type":"application/pdf","date_created":"2018-08-15T13:57:02Z","file_id":"2930429","relation":"main_file"}],"year":"2017","publication_identifier":{"issn":["0931-6558"]},"date_created":"2018-08-15T14:02:23Z","page":"32","ddc":["300"],"locked":"1","citation":{"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.

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

"},"publication_status":"published","status":"public","publisher":"Center for Mathematical Economics","urn":"urn:nbn:de:0070-pub-29304283","series_title":"Center for Mathematical Economics Working Papers","language":[{"iso":"eng"}],"date_updated":"2019-01-17T10:53:05Z","place":"Bielefeld"}]