| 摘要 | 第7-9页 |
| Abstract | 第9-10页 |
| Chapter 1 Introduction | 第11-25页 |
| 1.1 Backgrounds | 第11-19页 |
| 1.2 Preliminaries | 第19-25页 |
| Chapter 2 Reflected backward stochastic differential equations driven byG-Brownian motion | 第25-52页 |
| 2.1 Introduction and Preliminaries | 第25-27页 |
| 2.2 Reflected backward stochastic differential equations driven by G-Brownianmotion | 第27-44页 |
| 2.2.1 Some priori estimates and the uniqueness result | 第28-36页 |
| 2.2.2 Existence of the solution | 第36-42页 |
| 2.2.3 Comparison theorem | 第42-44页 |
| 2.3 Reflected backward stochastic differential equations driven by G-Brownianmotion with continuous coefficients | 第44-52页 |
| Chapter 3 Forward-backward stochastic differential equations driven byG-Brownian motion | 第52-76页 |
| 3.1 Fully coupled forward-backward stochastic differential equations drivenby G-Brownian motion | 第52-61页 |
| 3.2 Reflected forward-backward stochastic differential equations driven byG-Brownian motion with continuous monotone coefficients | 第61-76页 |
| Chapter 4 Neutral stochastic partial functional integro-differential equa-tions driven by G-Brownian motion | 第76-88页 |
| 4.1 Existence and uniqueness of the solution | 第78-83页 |
| 4.2 Stability of the solution | 第83-85页 |
| 4.3 An application | 第85-88页 |
| Chapter 5 Stochastic differential equations driven by G-Levy Process | 第88-117页 |
| 5.1 Preliminaries | 第88-98页 |
| 5.2 Stochastic differential equation driven by G-Levy Process | 第98-110页 |
| 5.2.1 Exponential stability of the solution | 第103-108页 |
| 5.2.2 An example | 第108-110页 |
| 5.3 Existence of solution for stochastic differential equations driven by G-Levy process with discontinuous coefficients | 第110-117页 |
| Bibliography | 第117-125页 |
| Publications and Finished Papers | 第125-126页 |
| Acknowledgements | 第126页 |
