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arxiv: 1002.1046 · v5 · pith:G2BHULYWnew · submitted 2010-02-04 · 🧮 math.PR

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

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keywords coefficientsdifferentialdrivenequationsexistenceg-brownianintegral-lipschitzmotion
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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 conditions on their coefficients.

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