Abstract In this paper, we study the reflected backward stochastic differential equation driven by G -Brownian motion (reflected G -BSDE for short) with an upper obstacle. The existence is proved by approximation via penalization. By using a variant comparison theorem, we show that the solution we constructed is the largest one.

中文翻译：

---

带上障碍物的 G-布朗运动驱动的反射后向随机微分方程

摘要 本文研究了具有上障碍物的G-布朗运动（简称反射G-BSDE）驱动的反射后向随机微分方程。存在性是通过惩罚的近似来证明的。通过使用变体比较定理，我们表明我们构建的解决方案是最大的解决方案。