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arXiv · 1105.4222

Stability theorems for stochastic differential equations driven by G-Brownian motion

Defei Zhang
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Abstract

In this paper, stability theorems for stochastic differential equations and backward stochastic differential equations driven by G-Brownian motion are obtained. We show the existence and uniqueness of solutions to forward-backward stochastic differential equations driven by G-Brownian motion. Stability theorem for forward-backward stochastic differential equations driven by G-Brownian motion is also presented.

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Defei Zhang. 2011-05-21. Stability theorems for stochastic differential equations driven by G-Brownian motion. https://arxiv.org/abs/1105.4222

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