| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151557 | Statistics & Probability Letters | 2015 | 7 Pages |
Abstract
In this paper, we establish a viability result for stochastic differential equations (SDEs) driven by a multi-dimensional GG-Brownian motion. Then we obtain a sufficient and necessary condition for comparison theorem of multi-dimensional GG-SDEs by an equivalent criterion of viability condition for GG-SDEs.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Peng Luo, Falei Wang,