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On the Existence and Uniqueness of Solutions to Stochastic Differential Equations Driven by G-Brownian Motion with Integral-Lipschitz Coefficients

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摘要 Inthispaper,westudytheexistenceanduniquenessofsolutionstostochasticdifferentialequationsdrivenbyG-Brownianmotion(GSDEs)withintegral-Lipschitzcoefficients.

DOI lderkepe43/1362589

作者 Xue-peng BAI;Yi-qing LIN

机构地区不详

出处《应用数学学报：英文版》 2014年3期

关键词随机微分方程布朗运动积分驱动

分类 [理学][基础数学]

出版日期 2014年03月13日（中国期刊网平台首次上网日期，不代表论文的发表时间）

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来源期刊

应用数学学报：英文版

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随机微分方程布朗运动积分驱动

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