{
  "id": "1309.5232",
  "version": "v2",
  "published": "2013-09-20T10:52:52.000Z",
  "updated": "2014-08-30T13:29:38.000Z",
  "title": "Stochastic differential equations driven by G-Brownian motion and ordinary differential equations",
  "authors": [
    "Peng Luo",
    "Falei Wang"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, we show that the integration of a stochastic differential equations driven by G-Brownian motion in R can be reduced to the integration of an ordinary differential equations parametrized by a variable in ({\\Omega},F). We study the sample solutions of G-SDEs by an extention of G-It\\^o formula. And then we also get a comparison theorem for G-SDEs and its applications.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2013-09-20T10:52:52.000Z",
      "comment": null,
      "journal": null,
      "doi": null
    },
    {
      "version": "v2",
      "updated": "2014-08-30T13:29:38.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic differential equations driven",
      "g-brownian motion",
      "ordinary differential equations",
      "sample solutions",
      "integration"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2013arXiv1309.5232L"
    }
  }
}