Pages that link to "Item:Q477470"

The following pages link to On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients (Q477470):

Displaying 30 items.

• Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance (Q256518) (← links)
• Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion (Q258299) (← links)
• Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion (Q266464) (← links)
• A note on \(p\)th moment estimates for stochastic functional differential equations in the framework of G-Brownian motion (Q724921) (← links)
• Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
• Faedo-Galerkin approximate solutions of a neutral stochastic fractional differential equation with finite delay (Q1631435) (← links)
• Viability for stochastic differential equations driven by \(G\)-Brownian motion (Q1721919) (← links)
• Forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2008895) (← links)
• Stabilization of stochastic differential equations driven by G-Lévy process with discrete-time feedback control (Q2028969) (← links)
• Exponential stability of solutions to stochastic differential equations driven by \(G\)-Lévy process (Q2040998) (← links)
• Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients (Q2085993) (← links)
• Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\) (Q2116484) (← links)
• Practical stability of impulsive stochastic delayed systems driven by G-Brownian motion (Q2137144) (← links)
• BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients (Q2235973) (← links)
• \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients (Q2301355) (← links)
• Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion (Q2314139) (← links)
• Successive approximation of SFDEs with finite delay driven by \(G\)-Brownian motion (Q2318923) (← links)
• Pantograph stochastic differential equations driven by \(G\)-Brownian motion (Q2325915) (← links)
• On the comparison theorem for multi-dimensional \(G\)-SDEs (Q2339520) (← links)
• Solutions of BSDEs with a kind of non-Lipschitz coefficients driven by \(G\)-Brownian motion (Q2658004) (← links)
• On stability of large-scale \(G\)-SDEs: a decomposition approach (Q2660327) (← links)
• Stochastic maximum principle for optimal control problem under G-expectation utility (Q2671497) (← links)
• Practical stability with respect to a part of the variables of stochastic differential equations driven by G-Brownian motion (Q2694486) (← links)
• Stability analysis for a class of stochastic delay nonlinear systems driven by G-Lévy process (Q6101717) (← links)
• Mean-field stochastic differential equations driven by \(G\)-Brownian motion (Q6107307) (← links)
• (Q6143129) (← links)
• \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications (Q6149347) (← links)
• Generalized Feynman-Kac formula under volatility uncertainty (Q6184921) (← links)
• The Carathéodory approximation scheme for stochastic differential equations with G‐Lévy process (Q6185426) (← links)
• Multi-dimensional mean-reflected BSDEs driven by \(G\)-Brownian motion with time-varying non-Lipschitz coefficients (Q6192583) (← links)