{
  "id": "1002.1046",
  "version": "v5",
  "published": "2010-02-04T17:44:13.000Z",
  "updated": "2015-10-06T15:56:53.000Z",
  "title": "On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients",
  "authors": [
    "Yiqing Lin",
    "Xuepeng Bai"
  ],
  "journal": "Acta Mathematicae Applicatae Sinica, English Series July 2014, Volume 30, Issue 3, pp 589-610",
  "doi": "10.1007/s10255-014-0405-9",
  "categories": [
    "math.PR"
  ],
  "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.",
  "revisions": [
    {
      "version": "v4",
      "updated": "2012-09-17T21:46:52.000Z",
      "title": "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 with integral-Lipschitz conditions for the coefficients.",
      "comment": null,
      "journal": null,
      "doi": null
    },
    {
      "version": "v5",
      "updated": "2015-10-06T15:56:53.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic differential equations driven",
      "g-brownian motion",
      "integral-lipschitz coefficients",
      "uniqueness",
      "integral-lipschitz conditions"
    ],
    "tags": [
      "journal article"
    ],
    "publication": {
      "publisher": "Springer"
    },
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1002.1046L"
    }
  }
}