CORE
🇺🇦Â
 make metadata, not war
Services
Services overview
Explore all CORE services
Access to raw data
API
Dataset
FastSync
Content discovery
Recommender
Discovery
OAI identifiers
OAI Resolver
Managing content
Dashboard
Bespoke contracts
Consultancy services
Support us
Support us
Membership
Sponsorship
Community governance
Advisory Board
Board of supporters
Research network
About
About us
Our mission
Team
Blog
FAQs
Contact us
research
On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients
Authors
F Gao
H M Soner
+17Â more
I Bihari
J Xu
L Denis
M Hu
Q Lin
R T Rockafellar
S Fang
S Peng
S Watanabe
T Yamada
T Yamada
X Li
Xue-peng Bai
Y Hu
Y Song
Y Song
Yi-qing Lin
Publication date
1 January 2014
Publisher
'Springer Science and Business Media LLC'
Doi
Cite
View
on
arXiv
Abstract
In this paper, we study the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion (GSDEs) with integral-Lipschitz conditions on their coefficients
Similar works
Full text
Available Versions
Crossref
See this paper in CORE
Go to the repository landing page
Download from data provider
info:doi/10.1007%2Fs10255-014-...
Last time updated on 27/03/2019
HAL-Rennes 1
See this paper in CORE
Go to the repository landing page
Download from data provider
oai:HAL:hal-00703994v1
Last time updated on 09/11/2016