Homeomorphism flows for SDEs driven by G-Brownian motion with non-Lipschitz coefficients

DOI10.1142/S0219493721500064MaRDI QIDQ4965640zbMATH OpenOpenAlexFDO

Authors Juanfang Liu, Yu Miao, Jianyong Mu, Jie Xu

Publication date 9 March 2021

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219493721500064

zbMATH Keywords

\(G\)-Brownian motionKolmogorov's criterion under \(G\)-expectationnon-Lipschitz coefficientsstochastic flows

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cites work

• G-expectation, G-Brownian motion and related stochastic calculus of Itô type
• A note on the stochastic differential equations driven by \(G\)-Brownian motion
• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
• Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
• scientific article; zbMATH DE number 3883346 (Why is no real title available?)
• Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
• Nonlinear expectations and nonlinear Markov chains
• On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
• Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion
• Stochastic differential equations driven by G-Brownian motion with reflecting boundary conditions
• Stopping times and related Itô's calculus with \(G\)-Brownian motion
• The cocycle property of stochastic differential equations driven by \(G\)-Brownian motion

Cited in

(9)

• Some properties of stochastic differential equations driven by the \(G\)-Brownian motion
• The cocycle property of stochastic differential equations driven by \(G\)-Brownian motion
• Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients
• Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs
• Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
• Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps
• Relations between solutions to stochastic differential equations driven by semimartingale with non-Lipschitz coefficients
• Stochastic homeomorphism flows for SDEs driven by standard Brownian motion and fractional Brownian motion with non-Lipschitz coefficients
• Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion

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