Stochastic differential equations driven by $G$-Brownian motion with   reflecting boundary conditions
  In this paper, we introduce the idea of stochastic integrals with respect to an increasing process in the $G$-framework and extend $G$-It\^o's formula. Moreover, we study the solvability of the scalar valued stochastic differential equations driven by $G$-Brownian motion with reflecting boundary conditions (RGSDEs). 
Yiqing Lin
math.PR