Zakaria Boumezbeur, H. Boutabia, A. Redjil, O. Kebiri
{"title":"Differentiability of G-neutral stochastic differential equations with respect to parameter","authors":"Zakaria Boumezbeur, H. Boutabia, A. Redjil, O. Kebiri","doi":"10.1515/rose-2024-2005","DOIUrl":null,"url":null,"abstract":"\n In this paper, we study the\ndifferentiability of solutions of neutral stochastic differential equations\ndriven by G-Brownian motion with respect to parameter. Under suitable\nassumptions, we show that solutions are differentiable with respect to the\nparameter which appears in the initial data. In addition, the stochastic\ndifferential equation of the derivative is given and the\nexistence-uniqueness of solution is proved. Moreover, an example to\nillustrate the theoretically obtained results is presented.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":null,"pages":null},"PeriodicalIF":0.3000,"publicationDate":"2024-02-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Random Operators and Stochastic Equations","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/rose-2024-2005","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
In this paper, we study the
differentiability of solutions of neutral stochastic differential equations
driven by G-Brownian motion with respect to parameter. Under suitable
assumptions, we show that solutions are differentiable with respect to the
parameter which appears in the initial data. In addition, the stochastic
differential equation of the derivative is given and the
existence-uniqueness of solution is proved. Moreover, an example to
illustrate the theoretically obtained results is presented.
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