The Cocycle Property of Stochastic Differential Equations Driven by G-Brownian Motion  

作　　者：Huijie QIAO 

机构地区：[1]Department of Mathematics, Southeast University

出　　处：《Chinese Annals of Mathematics,Series B》2015年第1期147-160,共14页数学年刊（B辑英文版）

基　　金：supported by the National Natural Science Foundation of China(No.11001051)

摘　　要：In this paper,solutions of the following non-Lipschitz stochastic differential equations driven by G-Brownian motion：Xt=x＋∫^t0b（s,w,Xs）ds＋∫^t0h（s,ω,Xs）ds＋∫^t0σ（s,ω,Xs）dBs are constructed.It is shown that they have the cocycle property.Moreover,under some special non-Lipschitz conditions,they are bi-continuous with respect to t,x.

关 键 词：Cocycle property Non-Lipschitz condition SDEs driven by G-Brownian motion 

分 类 号：O211.63[理学—概率论与数理统计] TM912.2[理学—数学]