Resumen de Reflected Forward-Backward Stochastic Differential Equations Driven by G-Brownian Motion with Continuous Monotone Coefficients

Bingjun Wang, Hongjun Gao, Mei Li, Mingxia Yuan

• This paper is devoted to investigating the existence of solution to a class of reflected forward-backward stochastic differential equations driven by G-Brownian motion (G-RFBSDEs). We construct a solution to the equations by monotone convergence argument when the generator of backward equation and the drift of forward equation satisfy the monotonicity and uniformly continuous condition.