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Stability theorems for stochastic differential equations driven by G-Brownian motion (1105.4222v1)
Published 21 May 2011 in math.PR
Abstract: In this paper, stability theorems for stochastic differential equations and backward stochastic differential equations driven by G-Brownian motion are obtained. We show the existence and uniqueness of solutions to forward-backward stochastic differential equations driven by G-Brownian motion. Stability theorem for forward-backward stochastic differential equations driven by G-Brownian motion is also presented.