Cover Image

Doubly Reflected Backward SDEs Driven by $G$-Brownian Motion with Quadratic Generator

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Li, Hanwu, Luo, Peng, Zhu, Mengbo
Format:	Preprint
Published:	2026
Subjects:	Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Doubly Reflected Backward SDEs Driven by G-Brownian Motions and Fully Nonlinear PDEs with Double Obstacles
by: Li, Hanwu, et al.
Published: (2020)

Mean Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Constraints
by: He, Wei, et al.
Published: (2024)

Reflected Stochastic Differential Equations Driven by G-Brownian Motion with Nonlinear Constraints
by: Li, Hanwu
Published: (2026)

Stochastic Differential Equations Driven by G-Brownian Motion with Mean Reflections
by: Li, Hanwu, et al.
Published: (2023)

Backward Stochastic Differential Equations with Nonlinear Expectation Reflection
by: Li, Hanwu
Published: (2025)

Conditional Expectation Backward Stochastic Differential Equations and Related Backward Stochastic Differential Equations with Conditional Reflection
by: Li, Hanwu
Published: (2025)

Conditional Reflected Backward Stochastic Differential Equations with Two Barriers
by: Li, Hanwu
Published: (2026)

Propagation of Chaos for Mean-field Mean Reflected Backward Stochastic Differential Equations
by: Li, Hanwu
Published: (2026)

Mean Field Backward Stochastic Differential Equations with Double Mean Reflections
by: Li, Hanwu, et al.
Published: (2025)

Mean-Field Backward Stochastic Differential Equations with Nonlinear Resistance and Double Mean Reflections
by: Li, Hanwu, et al.
Published: (2026)

Multi-dimensional reflected BSDEs driven by $G$-Brownian motion with diagonal generators
by: Li, Hanwu, et al.
Published: (2021)

Time discretization of Quadratic Forward-Backward SDEs with singular drifts
by: Pellat, Rhoss Likibi, et al.
Published: (2024)

Mean-Field SDEs driven by $G$-Brownian Motion
by: Bollweg, Karl-Wilhelm Georg, et al.
Published: (2024)

Stochastic PDEs driven by G-Brownian motion and the associated Backward Doubly Stochastic Differential Equations
by: Denis, Laurent, et al.
Published: (2025)

A note on convergence rate for reflected BSDEs with quadratic generators by penalization method
by: Jia, Guangyan, et al.
Published: (2026)

Reflected backward stochastic differential equations with rough drivers
by: Li, Hanwu, et al.
Published: (2024)

Backward Stochastic Volterra integral equations driven by G-Brownian motion
by: Zhao, Bingru, et al.
Published: (2025)

Critical Drift for Brownian Bees and a Reflected Brownian Motion Invariance Principle
by: Mercer, Jacob
Published: (2024)

Hitting probability for Reflected Brownian Motion at Small Target
by: Fan, Yuchen
Published: (2024)

Quadratic BSDEs with double constraints driven by G-Brownian motion
by: He, Wei, et al.
Published: (2025)

Bismut-Elworthy-Li Formulae for Forward-Backward SDEs with Jumps and Applications
by: Ren, Jiagang, et al.
Published: (2025)

Tanaka formula for SDEs driven by fractional Brownian motion
by: Sottinen, Tommi, et al.
Published: (2025)

Mean-field BSDEs with non-Lipschitz coefficients and double mean reflections
by: Hanwu, Li, et al.
Published: (2025)

Propagation of chaos for doubly mean reflected BSDEs
by: Li, Hanwu, et al.
Published: (2024)

Wellposedness and averaging principle for conditional distribution dependent SDEs driven by standard Brownian motions and fractional Brownian motions
by: Tan, Li, et al.
Published: (2025)

Total variation distance between SDEs with stable noise and Brownian motion
by: Deng, Changsong, et al.
Published: (2024)

Martin boundary of a degenerate Reflected Brownian Motion in a wedge
by: Petit, Maxence
Published: (2024)

Strong solutions to SDEs with singular drifts driven by fractional Brownian motions
by: Gu, Jiazhen, et al.
Published: (2026)

On Heat kernel Estimtes for Brownian SDEs with Distributional Drift
by: Menozzi, Stéphane, et al.
Published: (2026)

Exponential Euler method for stiff SDEs driven by fractional Brownian motion
by: Chen, Haozhe, et al.
Published: (2024)

Hitting Probabilities for Hypoelliptic Differential Equations Driven by Fractional Brownian Motion
by: Geng, Xi, et al.
Published: (2025)

A Moving Boundary Problem for Brownian Particles with Singular Forward-Backward Interactions
by: Jettkant, Philipp, et al.
Published: (2025)

Reflected Brownian Motion in a wedge: sum-of-exponential absorption probability at the vertex and differential properties
by: Flin, Jules, et al.
Published: (2024)

Gaussian-type density estimates for mixed SDEs driven by correlated fractional Brownian motions
by: Buthenhoff, Maximilian, et al.
Published: (2025)

Distribution-flow dependent SDEs driven by (fractional) Brownian motion and Navier-Stokes equations
by: Hao, Zimo, et al.
Published: (2024)

Fokker-Planck equations for McKean-Vlasov SDEs driven by fractional Brownian motion
by: Labed, Saloua, et al.
Published: (2024)

Optimal Wasserstein-$1$ distance between SDEs driven by Brownian motion and stable processes
by: Deng, Changsong, et al.
Published: (2023)

Functional Stochastic Differential Equations with Positivity Constraints Driven by Fractional Brownian Motion
by: Monir, Chadad
Published: (2024)

Asymptotic Product-form Steady-state Distribution for Semimartingale Reflecting Brownian Motion in Multi-scaling Regime
by: Guang, Jin, et al.
Published: (2025)

Weak existence for SDEs with singular drifts and fractional Brownian or Levy noise beyond the subcritical regime
by: Butkovsky, Oleg, et al.
Published: (2023)