Reflected Stochastic Differential Equations Driven By G-Brownian motion With Nonlinear Resistance
Probability
2014-09-24 v2
Abstract
In this paper, we study the uniqueness and existence of solutions of RGSDEs with nonlinear resistance under an integral-Lipschitz condition of coefficients. Moreover we obtain the comparison theorem for RGSDEs with nonlinear resistance.
Keywords
Cite
@article{arxiv.1405.0703,
title = {Reflected Stochastic Differential Equations Driven By G-Brownian motion With Nonlinear Resistance},
author = {Peng Luo},
journal= {arXiv preprint arXiv:1405.0703},
year = {2014}
}
Comments
arXiv admin note: substantial text overlap with arXiv:1103.0392 by other authors