Article ID Journal Published Year Pages File Type
1154964 Statistics & Probability Letters 2011 6 Pages PDF
Abstract

In this note, we prove the existence and uniqueness of a solution to stochastic differential equations driven by GG-Brownian motion (GSDEs, for short) under global Carathéodory conditions by means of the successive approximation.

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Physical Sciences and Engineering Mathematics Statistics and Probability
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A note on the stochastic differential equations driven by GG-Brownian motion
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