On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10255-014-0405-9.pdf
Reference19 articles.
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3. Fang, S., Zhang, T. A study of a class of stochastic differential equations with non-Lipschitzian coefficients. Probab. Theory Related Fields, 132(3): 356–390 (2005)
4. Gao, F. Pathwise properties and homomorphic flows for stochastic differential equations driven by G-Brownian motion. Stochastic Process. Appl., 119(10): 3356–3382 (2009)
5. Hu, M., Ji, S., Peng, S., Song, Y. Backward stochastic differential equations driven by G-Brownian motion. Stochastic Process. Appl., 124(1): 759–784 (2014)
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