Reflected stochastic differential equations driven by G-Brownian motion with nonlinear resistance
| dc.contributor.author | Luo, Peng | |
| dc.date.accessioned | 2016-01-14T14:52:56Z | |
| dc.date.available | 2016-01-14T14:52:56Z | |
| dc.date.issued | 2016 | eng |
| dc.description.abstract | We study the uniqueness and existence of solutions of reflected G-stochastic differential equations (RGSDEs) with nonlinear resistance under an integral-Lipschitz condition of coefficients. Moreover, we obtain the comparison theorem for RGSDEs with nonlinear resistance. | eng |
| dc.description.version | published | eng |
| dc.identifier.doi | 10.1007/s11464-015-0433-7 | eng |
| dc.identifier.uri | https://kops.uni-konstanz.de/handle/123456789/32593 | |
| dc.language.iso | eng | eng |
| dc.subject | G-Brownian motion, G-expectation, reflected G-stochastic differential equation (RGSDE), nonlinear resistance, comparison theorem | eng |
| dc.subject.ddc | 510 | eng |
| dc.title | Reflected stochastic differential equations driven by G-Brownian motion with nonlinear resistance | eng |
| dc.type | JOURNAL_ARTICLE | eng |
| dspace.entity.type | Publication | |
| kops.citation.bibtex | @article{Luo2016Refle-32593,
year={2016},
doi={10.1007/s11464-015-0433-7},
title={Reflected stochastic differential equations driven by G-Brownian motion with nonlinear resistance},
number={1},
volume={11},
issn={1673-3452},
journal={Frontiers of Mathematics in China},
pages={123--140},
author={Luo, Peng}
} | |
| kops.citation.iso690 | LUO, Peng, 2016. Reflected stochastic differential equations driven by G-Brownian motion with nonlinear resistance. In: Frontiers of Mathematics in China. 2016, 11(1), pp. 123-140. ISSN 1673-3452. eISSN 1673-3576. Available under: doi: 10.1007/s11464-015-0433-7 | deu |
| kops.citation.iso690 | LUO, Peng, 2016. Reflected stochastic differential equations driven by G-Brownian motion with nonlinear resistance. In: Frontiers of Mathematics in China. 2016, 11(1), pp. 123-140. ISSN 1673-3452. eISSN 1673-3576. Available under: doi: 10.1007/s11464-015-0433-7 | eng |
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| kops.sourcefield | Frontiers of Mathematics in China. 2016, <b>11</b>(1), pp. 123-140. ISSN 1673-3452. eISSN 1673-3576. Available under: doi: 10.1007/s11464-015-0433-7 | deu |
| kops.sourcefield.plain | Frontiers of Mathematics in China. 2016, 11(1), pp. 123-140. ISSN 1673-3452. eISSN 1673-3576. Available under: doi: 10.1007/s11464-015-0433-7 | deu |
| kops.sourcefield.plain | Frontiers of Mathematics in China. 2016, 11(1), pp. 123-140. ISSN 1673-3452. eISSN 1673-3576. Available under: doi: 10.1007/s11464-015-0433-7 | eng |
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