The cocycle property of stochastic differential equations driven by \(G\)-Brownian motion

DOI10.1007/s11401-014-0869-1zbMath1310.60088MaRDI QIDQ2261968

Huijie Qiao

Publication date: 13 March 2015

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11401-014-0869-1

zbMATH Keywords

stochastic differential equations; \(G\)-Brownian motion; non-Lipschitz condition; cocycle property

Mathematics Subject Classification ID

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

60J65: Brownian motion

60H05: Stochastic integrals