Comparison theorem for neutral stochastic functional differential equations driven by G-Brownian motion
| Autor: | Yang, Fen-Fen, Yuan, Chenggui |
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| Rok vydání: | 2021 |
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| Druh dokumentu: | Working Paper |
| Popis: | In this paper, we investigate suffcient and necessary conditions for the comparison theorem of neutral stochastic functional differential equations driven by G-Brownian motion (G-NSFDE). Moreover, the results extend the ones in the linear expectation case [1] and nonlinear expectation framework [8]. Comment: 13 pages |
| Databáze: | arXiv |
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