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On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients |
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| Authors: | Xue-peng Bai Yi-qing Lin |
| Affiliation: | 1. Institut de Recherche Mathématique de Rennes, Université de Rennes 1, 35042, Rennes Cedex, France 2. School of Mathematics, Shandong University, 250100, Jinan, China |
| 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 coefficients. |
| Keywords: | G-Brownian motion G-expectation G-stochastic differential equations G-backward stochastic differential equations integral-Lipschitz condition |
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