Comparison theorem for neutral stochastic functional differential equations driven by G-Brownian motion

被引：2
作者：
Yang, Fen-Fen [1 ]
Yuan, Chenggui [2 ]
机构：
[1] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China
[2] Swansea Univ, Dept Math, Swansea SA1 8EN, England
来源：
STATISTICS & PROBABILITY LETTERS | 2022年 / 184卷
关键词：
Comparison theorem; G-Brownian motion; Neutral stochastic delay differential equations; ORDER-PRESERVATION;
D O I：
10.1016/j.spl.2022.109393
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we investigate sufficient and necessary conditions for the comparison theorem of neutral stochastic functional differential equations driven by G-Brownian motion (G-NSFDE). Moreover, the results extend the ones in the linear expectation case (Bai and Jiang, 2016) and nonlinear expectation framework (Huang and Yang, 2021).(C) 2022 Elsevier B.V. All rights reserved.
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页数：8
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