Reflected Quadratic BSDEs Driven by G-Brownian Motions

• 作者: Dong CAO Shanjian TANG
• 来源期刊: 数学年刊B辑（英文版）
• 年，卷（期）: 2020,（6）
• 页码范围: 873-928
• 页数: 56页
• 语种: 英文
• DOI: 10.1007/s11401-020-0238-1

摘要

In this paper,the authors consider a reflected backward stochastic differential equation driven by a G-Brownian motion(G-BSDE for short),with the generator growing quadratically in the second unknown.The authors obtain the existence by the penalty method,and some a priori estimates which imply the uniqueness,for solutions of the G-BSDE.Moreover,focusing their discussion at the Markovian setting,the authors give a nonlinear Feynman-Kac formula for solutions of a fully nonlinear partial differential equation.