Abstract

The existence of solutions for stochastic differential equations under G-Brownian motion (G-SDEs) of the typein the presence of a lower solution and an upper solution in a reverse order is established. By the method of upper and lower solutions in the reverse order, it is shown that the G-SDEs have more than one solution if the drift coefficients are discontinuous functions. Key words: Upper and lower solutions in reverse order, stochastic differential equations, G-Brownian motion, discontinuous drift coefficient, existence.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.