{
  "id": "1010.3158",
  "version": "v2",
  "published": "2010-10-15T13:31:14.000Z",
  "updated": "2013-07-24T21:40:58.000Z",
  "title": "Properties of solutions of stochastic differential equations driven by the G-Brownian motion",
  "authors": [
    "Qian Lin"
  ],
  "journal": "Science China Mathematics 56 (2013) 1087--1107",
  "doi": "10.1007/s11425-012-4534-4",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2013-07-24T21:40:58.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic differential equations driven",
      "g-brownian motion",
      "properties",
      "initial data",
      "differentiability"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}