Backward stochastic differential equations driven by G-Brownian motion

In this paper, we study the backward stochastic differential equations driven by a G-Brownian motion (Bt)t≥0 in the following form: Yt=ξ+∫tTf(s,Ys,Zs)ds+∫tTg(s,Ys,Zs)d〈B〉s−∫tTZsdBs−(KT−Kt), where K is a decreasing G-martingale. Under Lipschitz conditions of f and g in Y and Z, the existence and uniqueness of the solution (Y,Z,K) of the above BSDE in the G-framework is proved.