Some properties of stochastic differential equations driven by the \(G\)-Brownian motion

DOI10.1007/s10114-013-0701-yzbMath1274.60184OpenAlexW2154652229MaRDI QIDQ1949660

Qian Lin

Publication date: 14 May 2013

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

Full work available at URL: https://doi.org/10.1007/s10114-013-0701-y

zbMATH Keywords

stochastic differential equations\(G\)-Brownian motioncontinuous pathsPre-Keywords: \(G\)-expectation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Related Items (21)

Delay feedback stabilisation of stochastic differential equations driven by G-Brownian motion ⋮ Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion ⋮ Sample path properties of \(G\)-Brownian motion ⋮ On stability of large-scale \(G\)-SDEs: a decomposition approach ⋮ Comparison theorem for neutral stochastic functional differential equations driven by \(G\)-Brownian motion ⋮ Comparison theorem for path dependent SDEs driven by G-Brownian motion ⋮ Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations ⋮ Stability with respect to a part of the variables of stochastic nonlinear systems driven by G-Brownian motion ⋮ Generalized Feynman-Kac formula under volatility uncertainty ⋮ Practical stability with respect to a part of the variables of stochastic differential equations driven by G-Brownian motion ⋮ Differentiability of stochastic differential equations driven by the \(G\)-Brownian motion ⋮ Viability for stochastic differential equations driven by \(G\)-Brownian motion ⋮ On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients ⋮ Averaging principle for SDEs of neutral type driven by G-Brownian motion ⋮ Quasi-sure exponential stability and stabilisation of stochastic delay differential equations under G-expectation framework ⋮ \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients ⋮ On Monotonicity and Order-Preservation for MultidimensionalG-Diffusion Processes ⋮ Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion ⋮ Further results on stabilization of stochastic differential equations with delayed feedback control under \( G \)-expectation framework ⋮ On the comparison theorem for multi-dimensional \(G\)-SDEs ⋮ Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance

Cites Work

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• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
• Local time and Tanaka formula for the \(G\)-Brownian motion
• A comparison theorem for solutions of stochastic differential equations and its applications
• On the uniqueness of solutions of stochastic differential equations
• О простых идеалах первой степени

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