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Homeomorphism flows for SDEs driven by G-Brownian motion with non-Lipschitz coefficients - MaRDI portal

Homeomorphism flows for SDEs driven by G-Brownian motion with non-Lipschitz coefficients (Q4965640)

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scientific article; zbMATH DE number 7318767
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English
Homeomorphism flows for SDEs driven by G-Brownian motion with non-Lipschitz coefficients
scientific article; zbMATH DE number 7318767

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    Homeomorphism flows for SDEs driven by G-Brownian motion with non-Lipschitz coefficients (English)
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    9 March 2021
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    stochastic flows
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    Kolmogorov's criterion under \(G\)-expectation
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    \(G\)-Brownian motion
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    non-Lipschitz coefficients
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