On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients
On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients
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DOI：
10.1007/s10255-014-0405-9
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发表时间：
2010-02
期刊：
影响因子：
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通讯作者：
Xue-peng Bai;Yi. Lin
中科院分区：
文献类型：
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作者：
Xue-peng Bai;Yi. Lin
本文研究了系数满足积分Lipschitz条件的G-布朗运动驱动的随机微分方程解的存在唯一性。
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.