Reflected stochastic differential equations driven by G-Brownian motion with nonlinear resistance

被引：0

作者：

Peng Luo

机构：

[1] Shandong University,School of Mathematics and Qilu Securities Institute for Financial Studies

[2] University of Konstanz,Department of Mathematics and Statistics

来源：

Frontiers of Mathematics in China | 2016年 / 11卷

关键词：

-Brownian motion; -expectation; reflected ; -stochastic differential equation (RGSDE); nonlinear resistance; comparison theorem; 60H10; 60H30;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We study the uniqueness and existence of solutions of reflected G-stochastic differential equations (RGSDEs) with nonlinear resistance under an integral-Lipschitz condition of coefficients. Moreover, we obtain the comparison theorem for RGSDEs with nonlinear resistance.

引用

页码：123 / 140

页数：17

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