Abstract The present paper is devoted to the study of backward stochastic differential equations driven by G-Brownian motion (G-BSDEs) with time-varying Lipschitz condition. With the help of nonlinear stochastic analysis technique and approximation method, we prove that the G-BSDEs admit a unique solution on finite or infinite time horizon. Furthermore, we obtain the corresponding comparison theorem.

中文翻译：

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时变 Lipschitz 条件下由 G-布朗运动驱动的 BSDE

摘要 本文致力于研究时变Lipschitz条件下由G-Brownian运动驱动的后向随机微分方程(G-BSDEs)。在非线性随机分析技术和近似方法的帮助下，我们证明了 G-BSDEs 在有限或无限时间范围内承认唯一解。进而得到相应的比较定理。