Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Reference30 articles.
1. Bai, X., Lin, Y.: On the existence and uniqueness of solutions to stochastic differential equations driven by $$G$$-Brownian motion with integral-Lipschitz coefficients. Acta Math. Appl. Sin. Engl. Ser. 30, 589–610 (2014)
2. Denis, L., Hu, M., Peng, S.: Function spaces and capacity related to a sublinear expectation: application to $$G$$-Brownian motion paths. Potential Anal. 34, 139–161 (2011)
3. Fei, W., Fei, C.: Exponential stability for stochastic differential equations disturbed by $$G$$-Brownian motion (preprint). arXiv:1311.7311
4. Gao, F.: Pathwise properties and homeomorphic flows for stochastic differential equations driven by $$G$$-Brownian motion. Stoch. Process. Appl. 119, 3356–3382 (2009)
5. Hu, M., Peng, S.: $$G$$-Lévy processes under sublinear expectations. arXiv:0911.3533v1
Cited by
8 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献