Comparison Theorem for Functional SDEs Driven by $G$-Brownian Motion

Autor:	Huang, Xing, Yang, Fen-Fen
Rok vydání:	2020
Předmět:	Mathematics - Probability
Druh dokumentu:	Working Paper
Popis:	Sufficient and necessary conditions are presented for the comparison theorem of path dependent $G$-SDEs. Different from the corresponding study in path independent $G$-SDEs, a probability method is applied to prove these results. Moreover, the results extend the ones in the linear expectation case. Comment: 13 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2004.02652 Zobrazit plný text záznamu View this record from Arxiv