Properties of solutions of stochastic differential equations driven by the G-Brownian motion
Probability
2013-07-26 v2
Abstract
In this paper, we study the differentiability of solutions of stochastic differential equations driven by the -Brownian motion with respect to the initial data and the parameter. In addition, the stability of solutions of stochastic differential equations driven by the -Brownian motion is obtained.
Keywords
Cite
@article{arxiv.1010.3158,
title = {Properties of solutions of stochastic differential equations driven by the G-Brownian motion},
author = {Qian Lin},
journal= {arXiv preprint arXiv:1010.3158},
year = {2013}
}