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

Acta Mathematicae Applicatae Sinica

Volumn 30, Issue 3, 2014, Pages 589-610

  Bai, Xue peng ^a,b   Lin, Yi qing ^a,b  

^a UNIVERSITÉ DE RENNES 1   (France)

^b SHANDONG UNIVERSITY   (China)

Author keywords

G backward stochastic differential equations; G Brownian motion; G expectation; G stochastic differential equations; integral Lipschitz condition

Indexed keywords

EID: 84911465467     PISSN: 01689673     EISSN: 16183932     Source Type: Journal    
DOI: 10.1007/s10255-014-0405-9     Document Type: Article

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