Demonstrates the existence and uniqueness of solutions for G-BSDEs with constraints, highlighting implications for multi-dimensional analysis.
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.
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Lin et al. (2026) studied this question.
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