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arXiv · 1405.0703

Reflected Stochastic Differential Equations Driven By G-Brownian motion With Nonlinear Resistance

Peng Luo
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Abstract

In this paper, we study the uniqueness and existence of solutions of RGSDEs with nonlinear resistance under an integral-Lipschitz condition of coefficients. Moreover we obtain the comparison theorem for RGSDEs with nonlinear resistance.

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BibTeXRIS

Peng Luo. 2014-05-04. Reflected Stochastic Differential Equations Driven By G-Brownian motion With Nonlinear Resistance. https://arxiv.org/abs/1405.0703

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