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

作　　者：Qian LIN 

机构地区：[1]Institute for Financial Studies, Shandong University

出　　处：《Acta Mathematica Sinica,English Series》2013年第5期923-942,共20页数学学报（英文版）

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.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.

关 键 词：G-EXPECTATION continuous paths G-Brownian motion stochastic differential equations 

分 类 号：O211.63[理学—概率论与数理统计] O552.1[理学—数学]