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Stochastic differential equations driven by $G$-Brownian motion with reflecting boundary conditions

   
@article{EJP2566,
	author = {Yiqing Lin},
	title = {Stochastic differential equations driven by $G$-Brownian motion with reflecting boundary conditions},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {18},
	year = {2013},
	keywords = {\$G\$-Brownian motion; \$G\$-expectation; increasing processes; \$G\$-It\^o's formula; \$G\$-stochastic differential equations; reflecting boundary conditions},
	abstract = {In this paper, we introduce the idea of stochastic integrals with respect to an increasing process in the $G$-framework and extend $G$-Itô's formula. Moreover, we study the solvability of the scalar valued stochastic differential equations driven by $G$ Brownian motion with reflecting boundary conditions (RGSDEs).},
	pages = {no. 9, 1-23},
	issn = {1083-6489},
	doi = {10.1214/EJP.v18-2566},    
        url = {http://ejp.ejpecp.org/article/view/2566}}