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arXiv:1405.0703 [math.PR]AbstractReferencesReviewsResources

Reflected Stochastic Differential Equations Driven By G-Brownian motion With Nonlinear Resistance

Peng Luo

Published 2014-05-04, updated 2014-09-23Version 2

In this paper, we study the uniqueness and existence of solutions of RGSDEs with nonlinear resistance under an integral-Lipschitz condition of coefficients. Moreover we obtain the comparison theorem for RGSDEs with nonlinear resistance.

Comments: arXiv admin note: substantial text overlap with arXiv:1103.0392 by other authors
Categories: math.PR
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