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arXiv:1010.3158 [math.PR]AbstractReferencesReviewsResources

Properties of solutions of stochastic differential equations driven by the G-Brownian motion

Qian Lin

Published 2010-10-15, updated 2013-07-24Version 2

In this paper, we study the differentiability of solutions of stochastic differential equations driven by the $G$-Brownian motion with respect to the initial data and the parameter. In addition, the stability of solutions of stochastic differential equations driven by the $G$-Brownian motion is obtained.

Journal: Science China Mathematics 56 (2013) 1087--1107
Categories: math.PR
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