Lyapunov-type conditions and stochastic differential equations driven by G-Brownian motion
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Publication:266464
DOI10.1016/J.JMAA.2016.02.042zbMATH Open1383.60048arXiv1412.6169OpenAlexW2964132972MaRDI QIDQ266464FDOQ266464
Authors: Xinpeng Li, Xiangyun Lin, Yiqing Lin 
Publication date: 13 April 2016
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Abstract: This paper studies the solvability and the stability of stochastic differential equations driven by G-Brownian motion (GSDEs). In particular, the existence and uniqueness of the solution for locally Lipschitz GSDEs is obtained by localization methods, also the stability of such GSDEs are discussed with Lyapunov-type conditions.
Full work available at URL: https://arxiv.org/abs/1412.6169
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