Stochastic Differential Equations Driven by G-Brownian Motion with Mean Reflections

Fuente: arXiv
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Autori principali: Li, Hanwu, Ning, Ning
Natura: Preprint
Pubblicazione: 2023
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author Li, Hanwu
Ning, Ning
author_facet Li, Hanwu
Ning, Ning
contents In this paper, we study the mean reflected stochastic differential equations driven by G-Brownian motion, where the constraint depends on the expectation of the solution rather than on its paths. Well-posedness is achieved by first investigating the Skorokhod problem with mean reflection under G-expectation. Two approaches to constructing the solution are introduced, both offering insights into desired properties and aiding in the application of the contraction mapping method.
format Preprint
id arxiv_https___arxiv_org_abs_2306_08931
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Stochastic Differential Equations Driven by G-Brownian Motion with Mean Reflections
Li, Hanwu
Ning, Ning
Probability
60G65, 60H10
In this paper, we study the mean reflected stochastic differential equations driven by G-Brownian motion, where the constraint depends on the expectation of the solution rather than on its paths. Well-posedness is achieved by first investigating the Skorokhod problem with mean reflection under G-expectation. Two approaches to constructing the solution are introduced, both offering insights into desired properties and aiding in the application of the contraction mapping method.
title Stochastic Differential Equations Driven by G-Brownian Motion with Mean Reflections
topic Probability
60G65, 60H10
url https://arxiv.org/abs/2306.08931