On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
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Publication:477470
DOI10.1007/s10255-014-0405-9zbMath1314.60109arXiv1002.1046MaRDI QIDQ477470
Publication date: 9 December 2014
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1002.1046
stochastic differential equations; backward stochastic differential equations; \(G\)-Brownian motion; integral-Lipschitz coefficients
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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