Stochastic Volterra integral equations driven by $ G $-Brownian motion
Probability
2025-05-01 v1
Abstract
In this paper, we study the stochastic Volterra integral equation driven by -Brownian motion (-SVIE). The existence, uniqueness and two types of continuity of the solution to -SVIE are obtained. Moreover, combining a new quasilinearization technique with the two-step approximation method, we establish the corresponding comparison theorem for a class of -SVIEs. In particular, by means of this method, the classical assumptions on partial derivatives of the coefficients are unnecessary.
Keywords
Cite
@article{arxiv.2504.21293,
title = {Stochastic Volterra integral equations driven by $ G $-Brownian motion},
author = {Bingru Zhao and Renxing Li and Mingshang Hu},
journal= {arXiv preprint arXiv:2504.21293},
year = {2025}
}