Study of a Stochastic Differential System of Arbitrary Order under G-Brownian Motion.
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Authors: E-H. CHALABI, A. OUAOUA AND S. MESBAHI
DOI: 10.46793/KgJMat2602.187C
Abstract:
In this paper, we study the existence and uniqueness of the solution for a class of stochastic differential systems of arbitrary order driven by G-Brownian motion. We prove under certain suitable conditions that our system has a unique solution. We also prove a stability theorem for our system.
Keywords:
G-expectation, G-Brownian motion, G-stochastic differential equations, G-Ito’s integral.
References:
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