Stability theorems for stochastic differential equations driven by G-Brownian motion
Probability
2011-05-24 v1
Abstract
In this paper, stability theorems for stochastic differential equations and backward stochastic differential equations driven by G-Brownian motion are obtained. We show the existence and uniqueness of solutions to forward-backward stochastic differential equations driven by G-Brownian motion. Stability theorem for forward-backward stochastic differential equations driven by G-Brownian motion is also presented.
Cite
@article{arxiv.1105.4222,
title = {Stability theorems for stochastic differential equations driven by G-Brownian motion},
author = {Defei Zhang},
journal= {arXiv preprint arXiv:1105.4222},
year = {2011}
}
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