|Table of Contents|

Successive Approximation to Solutions of G-Stochastic DifferentialEquations with Local Non-lipschitz Conditions(PDF)

《南京师大学报（自然科学版）》[ISSN:1001-4616/CN:32-1239/N]

Issue:
2016年03期
Page:
26-
Research Field:
·特约稿·
Publishing date:

Info

Title:
Successive Approximation to Solutions of G-Stochastic DifferentialEquations with Local Non-lipschitz Conditions
Author(s):
Wang Bingjun1; 2; Yuan Mingxia3; Zhang Hui2
（1.School of Mathematical Science，Nanjing Normal University，Nanjing 210046，China）（2.Department of Public Basic Courses，Jinling Institute of Technology，Nanjing 211169，China）（3.Jinling College，Nanjing University，Nanjing 210089，China）
Keywords:
local non-lipschitz; differential equation; G-Brownian motion
PACS:
O175.29；O211.6
DOI:
10.3969/j.issn.1001-4616.2016.03.005
Abstract:
This paper consider a class of stochastic differential equations driven by G-Brownian motion with local non-lipschitz conditions. The existence and uniqueness of the local solutions are gain.

References:

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Last Update: 2016-09-30