Lyapunov-type conditions and stochastic differential equations driven by G-Brownian motion-Reference-Cited by-同舟云学术

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Lyapunov-type conditions and stochastic differential equations driven by G-Brownian motion

Published:2016-07 Issue:1 Volume:439 Page:235-255
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Li Xinpeng,Lin Xiangyun,Lin Yiqing

Funder

Ministry of Education of the People's Republic of China

Fundamental Research Fund of Shandong University

China Postdoctoral Science Foundation

European Research Council

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference14 articles.

1. Random Dynamical Systems;Arnold,1998

2. On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients;Bai;Acta Math. Appl. Sin. Engl. Ser.,2014

3. Équations différentielles stochastiques rétrogrades: applications aux équations aux dérivées partielles;Briand,1997

4. Function spaces and capacity related to a sublinear expectation: application to G-Brownian motion paths;Denis;Potential Anal.,2011

5. Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion;Gao;Stochastic Process. Appl.,2009

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