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April 8, 2026

Mean-reflected G -BSDEs with multi-variate constraints

Key Points

The aim is to analyze the mean-reflected G-BSDEs with multi-variate constraints and establish their solutions.
Considered multi-dimensional reflected backward stochastic differential equations driven by G-Brownian motion.
Integrated multi-variate constraints on G-expectation of the solution.
Utilized a fixed-point argument to prove results.
Established existence of solutions for the considered G-BSDEs.
Demonstrated uniqueness of solutions under specified conditions.

Abstract

In this paper, we consider the multi-dimensional reflected backward stochastic differential equation driven by G-Brownian motion (G-BSDE) with a multi-variate constraint on the G-expectation of its solution. The generators are diagonally dependent on Z and on all Y-components. We establish the existence and uniqueness results through a fixed-point argument.

Mean-reflected G -BSDEs with multi-variate constraints

Key Points

Abstract

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