On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients
- First Online:
In this paper, we study the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion (GSDEs) with integral-Lipschitz coefficients.
KeywordsG-Brownian motion G-expectation G-stochastic differential equations G-backward stochastic differential equations integral-Lipschitz condition
2000 MR Subject Classification60H10
Unable to display preview. Download preview PDF.
© Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg 2014