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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)
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
DOI10.1007/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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