Abstract

In this paper, we study the following backward stochastic differential equations driven by G-Brownian motion (G-BSDEs in short) Yt=ξ+∫tTf(s,Ys,Zs)ds+∫tTg(s,Ys,Zs)d〈B〉s−∫tTZsdBs−(KT−Kt)with a kind of non-Lipschitz coefficients. An existence and uniqueness theorem is established.

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