Comparison theorem for neutral stochastic functional differential equations driven by G-Brownian motion
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DOI: 10.1016/j.spl.2022.109393
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References listed on IDEAS
- Luo, Peng & Wang, Falei, 2015. "On the comparison theorem for multi-dimensional G-SDEs," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 38-44.
- Peng, Shige & Zhu, Xuehong, 2006. "Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations," Stochastic Processes and their Applications, Elsevier, vol. 116(3), pages 370-380, March.
- Luo, Peng & Wang, Falei, 2014. "Stochastic differential equations driven by G-Brownian motion and ordinary differential equations," Stochastic Processes and their Applications, Elsevier, vol. 124(11), pages 3869-3885.
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Keywords
Comparison theorem; G-Brownian motion; Neutral stochastic delay differential equations;All these keywords.
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