In this paper,the authors consider a reflected backward stochastic differential equation driven by a G-Brownian motion(G-BSDE for short),with the generator growing quadratically in the second unknown.The authors obtai...In this paper,the authors consider a reflected backward stochastic differential equation driven by a G-Brownian motion(G-BSDE for short),with the generator growing quadratically in the second unknown.The authors obtain the existence by the penalty method,and some a priori estimates which imply the uniqueness,for solutions of the G-BSDE.Moreover,focusing their discussion at the Markovian setting,the authors give a nonlinear Feynman-Kac formula for solutions of a fully nonlinear partial differential equation.展开更多
基金supported by the National Science Foundation of China(No.11631004)the Science and Technology Commission of Shanghai Municipality(No.14XD1400400).
文摘In this paper,the authors consider a reflected backward stochastic differential equation driven by a G-Brownian motion(G-BSDE for short),with the generator growing quadratically in the second unknown.The authors obtain the existence by the penalty method,and some a priori estimates which imply the uniqueness,for solutions of the G-BSDE.Moreover,focusing their discussion at the Markovian setting,the authors give a nonlinear Feynman-Kac formula for solutions of a fully nonlinear partial differential equation.
