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تسجيل مستخدم جديدReflected Solutions of BSDEs Driven by G-Brownian Motion
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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 GBSDEs, we apply a martingale condition instead of the Skorohod condition. Similar to the classical case, we prove the existence by approximation via penalization.
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