| Abstract: |
| In this talk, we study the doubly reflected backward stochastic differential equations driven by G-Brownian motion (G-BSDEs for short) when the generator has quadratic growth in the z-component. Based on the theory of G-BMO martingale and G-Girsanov theorem, we establish the existence and uniqueness result when the upper obstacle is almost a generalized G-It\^{o}`s process. Moreover, the solution can be approximated monotonically by the solutions to a family of penalized reflected G-BSDEs with a lower obstacle, which plays an important role to establish the relation between doubly reflected G-BSDEs and fully nonlinear partial differential equations with double obstacles. |
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