Reflected Stochastic Differential Equations Driven By G-Brownian motion With Nonlinear Resistance

TL;DR

This paper investigates the existence, uniqueness, and comparison of solutions for reflected G-stochastic differential equations with nonlinear resistance, under integral-Lipschitz conditions on the coefficients.

Contribution

It establishes new results on the well-posedness and comparison theorems for RGSDEs driven by G-Brownian motion with nonlinear resistance, under less restrictive conditions.

Findings

Proved existence and uniqueness of solutions.

Established a comparison theorem for RGSDEs.

Extended the theory to nonlinear resistance cases.

Abstract

In this paper, we study the uniqueness and existence of solutions of RGSDEs with nonlinear resistance under an integral-Lipschitz condition of coefficients. Moreover we obtain the comparison theorem for RGSDEs with nonlinear resistance.