Stochastic differential equations driven by $G$-Brownian motion with reflecting boundary conditions (1103.0392v5)

Abstract: In this paper, we introduce the idea of stochastic integrals with respect to an increasing process in the $G$-framework and extend $G$-It^o's formula. Moreover, we study the solvability of the scalar valued stochastic differential equations driven by $G$-Brownian motion with reflecting boundary conditions (RGSDEs).