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Properties of solutions of stochastic differential equations driven by the G-Brownian motion

Published 15 Oct 2010 in math.PR | (1010.3158v2)

Abstract: In this paper, we study the differentiability of solutions of stochastic differential equations driven by the $G$-Brownian motion with respect to the initial data and the parameter. In addition, the stability of solutions of stochastic differential equations driven by the $G$-Brownian motion is obtained.

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Authors (1)

  1. Qian Lin 

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