| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4614312 | Journal of Mathematical Analysis and Applications | 2016 | 21 Pages |
Abstract
This paper studies the solvability and the stability of stochastic differential equations driven by G-Brownian motion (GSDEs). In particular, the existence and uniqueness of the solution for locally Lipschitz GSDEs are obtained by localization methods, also the stability of such GSDEs is discussed with Lyapunov-type conditions.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Xinpeng Li, Xiangyun Lin, Yiqing Lin,