Properties of solutions of stochastic differential equations driven by the $G$-Brownian motion

Details Properties of solutions of stochastic differential equations driven by the $G$-Brownian motion Properties of solutions of stochastic differential equations driven by the $G$-Brownian motion

2010-10-15

arxiv.org/abs/1010.3158v1

Mathematics

Probability

Scientific paper

In this paper, we study the differentiability of solutions of stochastic
differential equations driven by the $G$-Brownian motion with respect to the
initial data and the parameter. In addition, the stability of solutions of
stochastic differential equations driven by the $G$-Brownian motion is
obtained.

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