On the Existence and Uniqueness of Solutions to Stochastic Differential Equations Driven by G-Brownian Motion with Integral-Lipschitz Coefficients

Details On the Existence and Uniqueness of Solutions to Stochastic Differential Equations Driven by G-Brownian Motion with Integral-Lipschitz Coefficients On the Existence and Uniqueness of Solutions to Stochastic Differential Equations Driven by G-Brownian Motion with Integral-Lipschitz Coefficients

2010-02-04

arxiv.org/abs/1002.1046v3

Mathematics

Probability

28 pages

Scientific paper

In this paper, we study the existence and uniqueness of solutions to
stochastic differential equations driven by G-Brownian motion with an
integral-Lipschitz condition for the coefficients.

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