Some Properties of Stochastic Differential Equations Driven by the G-Brownian Motion

被引：4
作者：
Qian LIN
机构：
[1] InstituteforFinancialStudies,ShandongUniversity
来源：
Acta Mathematica Sinica | 2013年 / 29卷 / 05期
关键词：
D O I：
暂无
中图分类号：
O211.63 [随机微分方程];
学科分类号：
摘要：
In this paper, we study the property of continuous dependence on the parameters of stochastic integrals and solutions of stochastic differential equations driven by the G-Brownian motion. In addition, the uniqueness and comparison theorems for those stochastic differential equations with non-Lipschitz coefficients are obtained.
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页码：923 / 942
页数：20
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