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On the existence and uniqueness of solution of stochastic differential system driven by G-Brownian motion

EL-HACENE CHALABI|HACENE BOUTABIA
장전수학회 (Jangjeon Mathematical Society)|2019.10|Advanced Studies in Contemporary Mathematics|제29권 제4호|pp. 477-488

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참고문헌

키워드

G-expectationG-brownian motionG-stochastic di¤erential equationsCaratheodory approximation scheme
주제분류수학

초록

In this paper we prove the existence and the uniqueness of the solution of system of stochastic di¤erential equations driven by G-Brownian motion by using the Caratheodory approximation scheme.

Abstract

In this paper we prove the existence and the uniqueness of the solution of system of stochastic di¤erential equations driven by G-Brownian motion by using the Caratheodory approximation scheme.

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