7 citations · 19 across the 10 of their papers we have counts for
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math.PR2017★ 7 cited
Reflected BSDE driven by G-Brownian motion with an upper obstacle
Hanwu Li, Shige Peng
In this paper, we study the reflected backward stochastic differential equation driven by G-Brownian motion (reflected G-BSDE for short) with an upper obstacle. The existence is pr…
math.PR2017★ 3 cited
Reflected Solutions of BSDEs Driven by G-Brownian Motion
Hanwu Li, Shige Peng
In this paper, we study the reflected solutions of one-dimensional backward stochastic differential equations driven by G-Brownian motion (RGBSDE for short). The reflection keeps t…