Existence of solution for stochastic differential equations driven by \(G\)-Lévy process with discontinuous coefficients
type: Item
instance of: scholarly article
title: Existence of solution for stochastic differential equations driven by \(G\)-Lévy process with discontinuous coefficients
zbMATH Open document ID: 1444.60058
author: Bing-jun Wang
author: Ming-xia Yuan
published in: Advances in Difference Equations
publication date: 2019-02-19T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60G65
zbMATH DE Number: 7025773
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: \(G\)-Lévy process
zbMATH Keywords: upper and lower solution
zbMATH Keywords: discontinuous coefficients
MaRDI profile type: Publication
full work available at URL: s13662-017-1242-y
OpenAlex ID: W2734280272
Wikidata QID: Q59525038
cites work: Filtration consistent nonlinear expectations and evaluations of contingent claims
cites work: \(G\)-Lévy processes under sublinear expectations
cites work: On representation theorem of sublinear expectation related to \(G\)-Lévy process and paths of \(G\)-Lévy process
cites work: Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
cites work: Martingale representation theorem for the \(G\)-expectation
cites work: Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
cites work: Stopping times and related Itô's calculus with \(G\)-Brownian motion
cites work: On fixed points of multifunctions in ordered spaces
DOI: 10.1186/S13662-017-1242-Y
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description: scientific article; zbMATH DE number 7025773