Existence of solutions for G-SFDEs with Cauchy-Maruyama approximation scheme

DOI10.1155/2014/809431zbMath1474.60170OpenAlexW2124475992WikidataQ59041691 ScholiaQ59041691MaRDI QIDQ1725036

Faiz Faizullah

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/809431

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Stochastic systems in control theory (general) (93E03) Stochastic integral equations (60H20)

Related Items (2)

Existence and stability of solutions to non-linear neutral stochastic functional differential equations in the framework of G-Brownian motion ⋮ Further results on stabilization of stochastic differential equations with delayed feedback control under \( G \)-expectation framework

Cites Work

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• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
• Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
• Martingale characterization of \(G\)-Brownian motion
• Dynkin's formula under the \(G\)-expectation
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• Stochastic functional differential equations with infinite delay driven by G -Brownian motion

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