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/S10255-014-0405-9zbMATH Open1314.60109arXiv1002.1046OpenAlexW3098829610MaRDI QIDQ477470FDOQ477470
Authors: Xue-Peng Bai, Yiqing Lin 
Publication date: 9 December 2014
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Abstract: In this paper, we study the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion (GSDEs) with integral-Lipschitz conditions on their coefficients.
Full work available at URL: https://arxiv.org/abs/1002.1046
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Cited In (54)
- Convergence of the Euler-Maruyama method for stochastic differential equations driven by \(G\)-Brownian motion
- Optimal relaxed control for a decoupled \(G\)-FBSDE
- Multidimensional backward stochastic differential equation with generators under \(\beta\)-order Mao's condition driven by \(G\)-Brownian motion
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- Title not available (Why is that?)
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- Existence of solution for stochastic differential equations driven by \(G\)-Lévy process with discontinuous coefficients
- Exponential stability of solutions to stochastic differential equations driven by \(G\)-Lévy process
- Boundedness and stability analysis for impulsive stochastic differential equations driven by \(G\)-Brownian motion
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