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arXiv · 1010.3158

Properties of solutions of stochastic differential equations driven by the G-Brownian motion

Qian Lin
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Abstract

In this paper, we study the differentiability of solutions of stochastic differential equations driven by the $G$-Brownian motion with respect to the initial data and the parameter. In addition, the stability of solutions of stochastic differential equations driven by the $G$-Brownian motion is obtained.

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Qian Lin. 2010-10-15. Properties of solutions of stochastic differential equations driven by the G-Brownian motion. https://doi.org/10.1007/s11425-012-4534-4

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