BSDEs driven by $G$-Brownian motion with uniformly continuous generators

Abstract: The present paper is devoted to investigating the existence and uniqueness of solutions to a class of non-Lipschitz scalar valued backward stochastic differential equations driven by $G$-Brownian motion ($G$-BSDEs). In fact, when the generators are Lipschitz continuous in $y$ and uniformly continuous in $z$, we construct the unique solution to such equations by monotone convergence argument. The comparison theorem and related Feynman-Kac formula are stated as well.