On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients

By Xue-peng Bai, Yiqing Lin. Acta Mathematicae Applicatae Sinica (English Series), 2010

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In this paper, we study the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion (GSDEs) with integral-Lipschitz coefficients.

Subfields: Applied Mathematics, Finance, Statistics and Probability

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