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

DOI10.1142/S0219493721500064zbMATH Open1476.60098OpenAlexW3011902771MaRDI QIDQ4965640FDOQ4965640

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

Recommendations

• Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
• Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps
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• Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients
• Stochastic flows for SDEs with non-Lipschitz coefficient.

zbMATH Keywords

\(G\)-Brownian motionstochastic flowsnon-Lipschitz coefficientsKolmogorov's criterion under \(G\)-expectation

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)

Cites Work

• Nonlinear expectations and nonlinear Markov chains
• Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions
• On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
• \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
• Stopping times and related Itô's calculus with \(G\)-Brownian motion
• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
• Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• Title not available (Why is that?)
• A note on the stochastic differential equations driven by \(G\)-Brownian motion
• Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
• The cocycle property of stochastic differential equations driven by \(G\)-Brownian motion

Cited In (7)

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

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