6 citations · 23 across the 22 of their papers we have counts for
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math.PR2014
Reflected Stochastic Differential Equations Driven By G-Brownian motion With Nonlinear Resistance
Peng Luo
In this paper, we study the uniqueness and existence of solutions of RGSDEs with nonlinear resistance under an integral-Lipschitz condition of coefficients. Moreover we obtain the…
math.PR2014★ 1 cited
On monotonicity and order-preservation for multidimensional G-diffusion processes
Peng Luo, Guangyan Jia
In this paper, we prove a comparison theorem for multidimensional G-SDEs. Moreover we obtain respectively the sufficient conditions and necessary conditions of the monotonicity and…
math.PR2014★ 2 cited
A note on characterizations of G-normal distribution
Peng Luo, Guangyan Jia
In this paper, we show that the G-normality of X and Y can be characterized according to the form of f such that the distribution of λ+f(λ)Y does not depend on λ, where Y is an ind…