On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients

Yiqing Lin; Xuepeng Bai

doi:10.1007/s10255-014-0405-9

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arXiv · 1002.1046

On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients

Yiqing Lin·Xuepeng Bai

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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.

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Yiqing Lin, Xuepeng Bai. 2010-02-04. On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients. https://doi.org/10.1007/s10255-014-0405-9

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