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

Yiqing Lin, Xuepeng Bai

Published 2010-02-04, updated 2015-10-06Version 5

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.

Journal: Acta Mathematicae Applicatae Sinica, English Series July 2014, Volume 30, Issue 3, pp 589-610
Categories: math.PR
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