On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients (Q477470): Difference between revisions

The authors study the existence and uniqueness of solutions for a class of stochastic differential equations with so-called integral-Lipschitz coefficients (see, for example, [\textit{Y. Hu} and \textit{N. Lerner}, J. Math. Kyoto Univ. 42, No. 3, 579--598 (2002; Zbl 1037.60060)]). The main results are given in Theorem 3.7, Theorem 3.8 and Theorem 4.2. These results are obtained using a technique similar to that given by Hu and Lerner [loc. cit.]. The authors' results extend some similar results given by \textit{S.-G. Peng} [in: F. E. Benth (ed.) et al., Stochastic analysis and applications. The Abel symposium 2005. Proceedings of the second Abel symposium, Oslo, Norway, July 29 -- August 4, 2005, held in honor of Kiyosi Itō. Berlin: Springer. 541--567 (2007; Zbl 1131.60057)], \textit{F.-Q. Gao} [Stochastic Processes Appl. 119, No. 10, 3356--3382 (2009; Zbl 1176.60043)], \textit{M.-S. Hu} et al. [Stochastic Processes Appl. 124, No. 1, 759--784 (2014; Zbl 1300.60074)] and \textit{S.-Z. Fang} and \textit{T.-S. Zhang} [Probab. Theory Relat. Fields 132, No. 3, 356--390 (2005; Zbl 1081.60043)].