Stochastic differential equations driven by GG-Brownian motion and ordinary differential equations

In this paper, we show that the integration of a stochastic differential equation driven by GG-Brownian motion (GG-SDE for short) in RR can be reduced to the integration of an ordinary differential equation (ODE for short) parameterized by a variable in (Ω,F)(Ω,F). By this result, we obtain a comparison theorem forGG-SDEs and its applications.