Doubly Reflected Backward Stochastic Differential Equations Driven by G -Brownian Motion With a Kind of Non-Lipschitz Coefficients

Abstract

In this paper, we consider the reflected backward stochastic differential equations driven by G-Brownian motion with two reflecting obstacles, whose generators satisfy a kind of non-lipschitz condition in y. The existence and uniqueness can be obtained by the method of Picard iteration, a penalization method and some uniform estimates.