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Some properties of stochastic differential equations driven by the G-Brownian motion

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References

1971On the uniqueness of solutions of stochastic differential equations848 cited
2010Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths570 cited
1977A comparison theorem for solutions of stochastic differential equations and its applications304 cited
1941Partial differential equations292 cited
2011Stopping times and related Itô’s calculus with G -Brownian motion176 cited
2007G-Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty143 cited

Cited by

2017Theory, methods and meaning of nonlinear expectation theory40 cited
2014Stochastic differential equations driven by G -Brownian motion and ordinary differential equations27 cited
2019Existence and Stability of Solutions to Highly Nonlinear Stochastic Differential Delay Equations Driven by G-Brownian Motion25 cited

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