Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion

Citations

Cited by:

1. Li, Xinpeng & Peng, Shige, 2011. "Stopping times and related Itô's calculus with G-Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 121(7), pages 1492-1508, July.
2. 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.
3. Ren, Yong & Hu, Lanying, 2011. "A note on the stochastic differential equations driven by G-Brownian motion," Statistics & Probability Letters, Elsevier, vol. 81(5), pages 580-585, May.
4. He, Wei, 2024. "Multi-dimensional mean-reflected BSDEs driven by G-Brownian motion with time-varying non-Lipschitz coefficients," Statistics & Probability Letters, Elsevier, vol. 206(C).
5. Peng Luo & Falei Wang, 2019. "Viability for Stochastic Differential Equations Driven by G-Brownian Motion," Journal of Theoretical Probability, Springer, vol. 32(1), pages 395-416, March.
6. Xuekang Zhang & Shounian Deng & Weiyin Fei, 2023. "Nonparametric Estimation of Trend for Stochastic Processes Driven by G-Brownian Motion with Small Noise," Methodology and Computing in Applied Probability, Springer, vol. 25(2), pages 1-14, June.
7. Lijun Pan & Jinde Cao & Yong Ren, 2020. "Impulsive Stability of Stochastic Functional Differential Systems Driven by G-Brownian Motion," Mathematics, MDPI, vol. 8(2), pages 1-16, February.
8. Hölzermann, Julian & Lin, Qian, 2019. "Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion," Center for Mathematical Economics Working Papers 613, Center for Mathematical Economics, Bielefeld University.
9. Liu, Guomin, 2020. "Exit times for semimartingales under nonlinear expectation," Stochastic Processes and their Applications, Elsevier, vol. 130(12), pages 7338-7362.
10. Zhang, Wei & Jiang, Long, 2021. "Solutions of BSDEs with a kind of non-Lipschitz coefficients driven by G-Brownian motion," Statistics & Probability Letters, Elsevier, vol. 171(C).
11. Hu, Mingshang & Wang, Falei, 2021. "Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs," Stochastic Processes and their Applications, Elsevier, vol. 141(C), pages 139-171.
12. Gao, Fuqing & Jiang, Hui, 2010. "Large deviations for stochastic differential equations driven by G-Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 120(11), pages 2212-2240, November.
13. Hu, Ying & Lin, Yiqing & Soumana Hima, Abdoulaye, 2018. "Quadratic backward stochastic differential equations driven by G-Brownian motion: Discrete solutions and approximation," Stochastic Processes and their Applications, Elsevier, vol. 128(11), pages 3724-3750.
14. Wang, Bingjun & Yuan, Mingxia, 2019. "Forward-backward stochastic differential equations driven by G-Brownian motion," Applied Mathematics and Computation, Elsevier, vol. 349(C), pages 39-47.
15. Ma, Li & Li, Yujing & Zhu, Quanxin, 2023. "Stability analysis for a class of stochastic delay nonlinear systems driven by G-Lévy Process," Statistics & Probability Letters, Elsevier, vol. 195(C).
16. Guomin Liu, 2021. "Girsanov Theorem for G-Brownian Motion: The Degenerate Case," Journal of Theoretical Probability, Springer, vol. 34(1), pages 125-140, March.
17. Shengqiu Sun, 2022. "Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Coefficients in (y, z)," Journal of Theoretical Probability, Springer, vol. 35(1), pages 370-409, March.
18. Zhengqi Ma & Hongyin Jiang & Chun Li & Defei Zhang & Xiaoyou Liu, 2024. "Stochastic Intermittent Control with Uncertainty," Mathematics, MDPI, vol. 12(13), pages 1-15, June.
19. Yuan, Haiyan & Zhu, Quanxin, 2023. "Discrete-time feedback stabilization for neutral stochastic functional differential equations driven by G-Lévy process," Chaos, Solitons & Fractals, Elsevier, vol. 166(C).
20. Zhang, Xuekang & Huang, Chengzhe & Deng, Shounian, 2024. "Nonparametric estimation for periodic stochastic differential equations driven by G-Brownian motion," Statistics & Probability Letters, Elsevier, vol. 214(C).
21. Ibrahim Dakaou & Abdoulaye Soumana Hima, 2021. "Large Deviations for Backward Stochastic Differential Equations Driven by G-Brownian Motion," Journal of Theoretical Probability, Springer, vol. 34(2), pages 499-521, June.
22. Hu, Mingshang & Ji, Xiaojun & Liu, Guomin, 2021. "On the strong Markov property for stochastic differential equations driven by G-Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 131(C), pages 417-453.
23. Xu, Mingzhou & Cheng, Kun, 2022. "How small are the increments of G-Brownian motion," Statistics & Probability Letters, Elsevier, vol. 186(C).
24. Yin, Wensheng & Cao, Jinde, 2021. "On stability of large-scale G-SDEs: A decomposition approach," Applied Mathematics and Computation, Elsevier, vol. 388(C).
25. Julian Holzermann, 2019. "Term Structure Modeling under Volatility Uncertainty," Papers 1904.02930, arXiv.org, revised Sep 2021.
26. Yuan, Mingxia & Wang, Bingjun & Yang, Zhiyan, 2023. "On the averaging principle for stochastic differential equations driven by G-Lévy process," Statistics & Probability Letters, Elsevier, vol. 195(C).
27. Ren, Yong & He, Qian & Gu, Yuanfang & Sakthivel, R., 2018. "Mean-square stability of delayed stochastic neural networks with impulsive effects driven by G-Brownian motion," Statistics & Probability Letters, Elsevier, vol. 143(C), pages 56-66.
28. Soumana Hima, Abdoulaye & Dakaou, Ibrahim, 2023. "Large deviation principle for Reflected Stochastic Differential Equations driven by G-Brownian motion in non-convex domains," Statistics & Probability Letters, Elsevier, vol. 193(C).
29. Luo, Peng & Wang, Falei, 2015. "On the comparison theorem for multi-dimensional G-SDEs," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 38-44.