The Tychonoff uniqueness theorem for the \(G\)-heat equation

DOI10.1007/s11425-011-4184-yzbMath1219.35004arXiv1006.5300MaRDI QIDQ547391

Qian Lin

Publication date: 1 July 2011

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.5300

zbMATH Keywords

\(G\)-Brownian motion; fully nonlinear equation; \(G\)-expectations

Mathematics Subject Classification ID

35K55: Nonlinear parabolic equations

60H30: Applications of stochastic analysis (to PDEs, etc.)

35D40: Viscosity solutions to PDEs

35A02: Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness

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A note on \(p\)th moment estimates for stochastic functional differential equations in the framework of G-Brownian motion

Cites Work

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