IJCRRI Journ Cur Res ReInternational Journal of Current Research and ReviewI Journ Cur Res Re2231-21960975-5241Radiance Research Academy1752General SciencesBACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS UNDER G-BROWNIAN MOTION WITH DISCONTINUOUS DRIFT COEFFICIENTS FaizullahFaizUllahRahman22062012)7986This article is copyright of Popeye Publishing, 20092009This is an open-access article distributed under the terms of the Creative Commons Attribution (CC BY 4.0) Licence. You may share and adapt the material, but must give appropriate credit to the source, provide a link to the licence, and indicate if changes were made.

The main objective of this paper is to introduce the upper and lower solutions method for backward stochastic differential equations under G-Brownian motion (G-BSDEs). The existence of solutions for backward stochastic differential equations under G-Brownian motion having a discontinuous drift coefficient is shown with the method of upper and lower solutions. As an example, a scalar stochastic differential equation under G-Brownian motion having the unit step function as a drift coefficient is considered.

Upper and lower solutions backward stochastic differential equations G-Brownian motion discontinuous drift coefficient existence.