Reflected Forward-Backward Stochastic Differential Equations Driven by G-Brownian Motion with Continuous Monotone Coefficients

This paper is devoted to investigating the existence of solution to a class of reflected forward-backward stochastic differential equations driven by G -Brownian motion (G-RFBSDEs). We construct a solution to the equations by monotone convergence argument when the generator of backward equation and the drift of forward equation satisfy the monotonicity and uniformly continuous condition.