The existence of solutions for stochastic differential equations under G-Brownian motion (G-SDEs) of the typein the presence of a lower solution and an upper solution in a reverse order is established. By the method of upper and lower solutions in the reverse order, it is shown that the G-SDEs have more than one solution if the drift coefficients are discontinuous functions.
Key words: Upper and lower solutions in reverse order, stochastic differential equations, G-Brownian motion, discontinuous drift coefficient, existence.
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