July 24, 2024Open Access

Mean-reflected G-BSDEs with multi-variate constraints

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In this paper, we study 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 obtain the existence and uniqueness result via a fixed-point argumentation.

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Lin et al. (Wed,) studied this question.

synapsesocial.com/papers/68e5f50bb6db643587589822 https://doi.org/https://doi.org/10.48550/arxiv.2407.17735

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