On the Existence and Uniqueness of Solutions to Stochastic Differential Equations Driven by G-Brownian Motion with Integral-Lipschitz Coefficients | |
Xue-peng BAI; Yi-qing LIN | |
刊名 | 应用数学学报(英文版)
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2014 | |
卷号 | 30期号:3页码:589-610 |
关键词 | G-Brownian motion G-expectation G-stochastic differential equations G-backward stochastic differential equations integral-Lipschitz condition |
DOI | 10.1007/s10255-014-0405-9 |
URL标识 | 查看原文 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4798852 |
专题 | 山东大学 |
作者单位 | Institut de Recherche Mathématique de Rennes, Université de Rennes 1, Rennes Cedex, 35042, France, School of Mathematics, Shandong Univers |
推荐引用方式 GB/T 7714 | Xue-peng BAI,Yi-qing LIN. On the Existence and Uniqueness of Solutions to Stochastic Differential Equations Driven by G-Brownian Motion with Integral-Lipschitz Coefficients[J]. 应用数学学报(英文版),2014,30(3):589-610. |
APA | Xue-peng BAI,&Yi-qing LIN.(2014).On the Existence and Uniqueness of Solutions to Stochastic Differential Equations Driven by G-Brownian Motion with Integral-Lipschitz Coefficients.应用数学学报(英文版),30(3),589-610. |
MLA | Xue-peng BAI,et al."On the Existence and Uniqueness of Solutions to Stochastic Differential Equations Driven by G-Brownian Motion with Integral-Lipschitz Coefficients".应用数学学报(英文版) 30.3(2014):589-610. |
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