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

Abstract

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.

References in corpus (2)

• Martingale Representation Theorem for the G-expectation
• Some properties on $G$-evaluation and its applications to $G$-martingale decomposition

Cited by in corpus (2)

• Stochastic differential equations driven by $G$-Brownian motion with reflecting boundary conditions
• Exponential Stability of Solutions to Stochastic Differential Equations Driven by G-Levy Process