Stability theorems for stochastic differential equations driven by G-Brownian motion
Stability theorems for stochastic differential equations driven by G-Brownian motion
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.
Defei Zhang
数学
Defei Zhang.Stability theorems for stochastic differential equations driven by G-Brownian motion[EB/OL].(2011-05-21)[2025-06-13].https://arxiv.org/abs/1105.4222.点此复制
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