Reflected forward-backward stochastic differential equations driven by G-Brownian motion with continuous monotone coefficients

TL;DR

This paper proves the existence of solutions for reflected forward-backward stochastic differential equations driven by G-Brownian motion with continuous monotone coefficients, advancing the understanding of stochastic processes under uncertainty.

Contribution

It establishes the existence of solutions for a new class of reflected forward-backward SDEs driven by G-Brownian motion with monotone coefficients, which was previously unaddressed.

Findings

Existence of solutions proven for the equations

Applicable to stochastic processes with uncertainty

Extends theory of G-Brownian motion driven equations

Abstract

In this paper, we prove that there exists at least one solution for the reflected forward-backward stochastic differential equation driven by G-Brownian motion satisfying the obstacle constraint with monotone coefficients.