Comparison theorem for neutral stochastic functional differential equations driven by G-Brownian motion

Fen-Fen Yang; Chenggui Yuan

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arXiv · 2109.08004

Comparison theorem for neutral stochastic functional differential equations driven by G-Brownian motion

Fen-Fen Yang·Chenggui Yuan

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Abstract

In this paper, we investigate suffcient and necessary conditions for the comparison theorem of neutral stochastic functional differential equations driven by G-Brownian motion (G-NSFDE). Moreover, the results extend the ones in the linear expectation case [1] and nonlinear expectation framework [8].

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Fen-Fen Yang, Chenggui Yuan. 2021-09-16. Comparison theorem for neutral stochastic functional differential equations driven by G-Brownian motion. https://arxiv.org/abs/2109.08004

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