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

DOI10.1142/S0219493721500064zbMath1476.60098OpenAlexW3011902771MaRDI QIDQ4965640

Yu Miao, Juanfang Liu, Jianyong Mu, Jie Xu

Publication date: 9 March 2021

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493721500064

zbMATH Keywords

stochastic flows\(G\)-Brownian motionnon-Lipschitz coefficientsKolmogorov's criterion under \(G\)-expectation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cites Work

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• The cocycle property of stochastic differential equations driven by \(G\)-Brownian motion
• Nonlinear expectations and nonlinear Markov chains
• Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation

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