Comparison theorem for neutral stochastic functional differential equations driven by G-Brownian motion
Probability
2021-09-17 v1
Abstract
In this paper, we investigate suffcient and necessary conditions for the comparison theorem of neutral stochastic functional differential equations driven by G-Brownian motion (G-NSFDE). Moreover, the results extend the ones in the linear expectation case [1] and nonlinear expectation framework [8].
Cite
@article{arxiv.2109.08004,
title = {Comparison theorem for neutral stochastic functional differential equations driven by G-Brownian motion},
author = {Fen-Fen Yang and Chenggui Yuan},
journal= {arXiv preprint arXiv:2109.08004},
year = {2021}
}
Comments
13 pages