English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Zendy Plus

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Zendy Tools

Zendy Open

In this paper, we introduce a new method to study the doubly reflectedbackward stochastic differential equation driven by G-Brownian motion (G-BSDE).Our approach involves approximating the solution through a family of penalizedreflected G-BSDEs with a lower obstacle that are monotone decreasing. Byemploying this approach, we establish the well-posedness of the solution of thedoubly reflected G-BSDE with the weakest known conditions, and uncover itsrelationship with the fully nonlinear partial differential equation with doubleobstacles for the first time.

Doubly Reflected Backward SDEs Driven by G-Brownian Motions and Fully Nonlinear PDEs with Double Obstacles