A note on \(p\)th moment estimates for stochastic functional differential equations in the framework of G-Brownian motion (Q724921): Difference between revisions

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+On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
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+A note on the existence and uniqueness of the solutions to SFDES
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+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
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+Existence and uniqueness of mild solutions to some neutral stochastic partial functional integrodifferential equations with non-Lipschitz coefficients
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+Properties of hitting times for \(G\)-martingales and their applications
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+Group consensus of multi-agent systems in directed networks with noises and time delays
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+Q2792562
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+Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
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+Some identities of \(q\)-Euler polynomials arising from \(q\)-umbral calculus
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+Stopping times and related Itô's calculus with \(G\)-Brownian motion
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+Q4369402
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+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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+The Tychonoff uniqueness theorem for the \(G\)-heat equation
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+Stochastic functional differential equations with infinite delay driven by <i>G</i> -Brownian motion
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+A note on the stochastic differential equations driven by \(G\)-Brownian motion
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+The limit behavior of a stochastic logistic model with individual time-dependent rates
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+Q5410166
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+Stability analysis of stochastic functional differential equations with infinite delay and its application to recurrent neural networks
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+Martingale characterization of \(G\)-Brownian motion
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+\(p\)th moment absolute exponential stability of stochastic control system with Markovian switching
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