Reflected stochastic differential equations driven by G-Brownian motion with nonlinear resistance

被引：0
作者：
Peng Luo
机构：
[1] Shandong University,School of Mathematics and Qilu Securities Institute for Financial Studies
[2] University of Konstanz,Department of Mathematics and Statistics
来源：
Frontiers of Mathematics in China | 2016年 / 11卷
关键词：
-Brownian motion; -expectation; reflected ; -stochastic differential equation (RGSDE); nonlinear resistance; comparison theorem; 60H10; 60H30;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We study the uniqueness and existence of solutions of reflected G-stochastic differential equations (RGSDEs) with nonlinear resistance under an integral-Lipschitz condition of coefficients. Moreover, we obtain the comparison theorem for RGSDEs with nonlinear resistance.
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收藏
页码：123 / 140
页数：17
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