Homeomorphism flows for SDEs driven by G-Brownian motion with non-Lipschitz coefficients (Q4965640)
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scientific article; zbMATH DE number 7318767
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English | Homeomorphism flows for SDEs driven by G-Brownian motion with non-Lipschitz coefficients |
scientific article; zbMATH DE number 7318767 |
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Homeomorphism flows for SDEs driven by G-Brownian motion with non-Lipschitz coefficients (English)
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9 March 2021
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stochastic flows
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Kolmogorov's criterion under \(G\)-expectation
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\(G\)-Brownian motion
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non-Lipschitz coefficients
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