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

DOI10.1007/s10255-014-0405-9zbMath1314.60109arXiv1002.1046OpenAlexW3098829610MaRDI QIDQ477470

Xue-Peng Bai, Yi-Qing Lin

Publication date: 9 December 2014

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1002.1046

zbMATH Keywords

stochastic differential equationsbackward stochastic differential equations\(G\)-Brownian motionintegral-Lipschitz coefficients

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites Work

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