In this talk, we introduce the reflected backward SDEs driven by G-Brownian motion with two reflecting obstacles, i.e., the solution lies between two prescribed processes. A new kind of approximate Skorohod condition is proposed to derive the uniqueness and existence of the solutions. The uniqueness is proved by a priori estimates and the existence is obtained via a penalization method. (This is a joint work with Hanwu Li.)

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本报告也是国家天元数学东北中心统计学主题的系列报告之一。