{"title":"g -布朗运动驱动下路径相关SDEs的比较定理","authors":"Xing Huang, Fen-Fen Yang","doi":"10.1080/07362994.2021.1958687","DOIUrl":null,"url":null,"abstract":"Abstract Sufficient and necessary conditions are presented for the comparison theorem of path dependent G-SDEs. Different from the corresponding study in path independent G-SDEs, a probability method is applied to prove these results. Moreover, the results extend the ones in the linear expectation case.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"40 1","pages":"765 - 775"},"PeriodicalIF":0.8000,"publicationDate":"2021-08-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Comparison theorem for path dependent SDEs driven by G-Brownian motion\",\"authors\":\"Xing Huang, Fen-Fen Yang\",\"doi\":\"10.1080/07362994.2021.1958687\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract Sufficient and necessary conditions are presented for the comparison theorem of path dependent G-SDEs. Different from the corresponding study in path independent G-SDEs, a probability method is applied to prove these results. Moreover, the results extend the ones in the linear expectation case.\",\"PeriodicalId\":49474,\"journal\":{\"name\":\"Stochastic Analysis and Applications\",\"volume\":\"40 1\",\"pages\":\"765 - 775\"},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2021-08-12\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastic Analysis and Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/07362994.2021.1958687\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Analysis and Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/07362994.2021.1958687","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
Comparison theorem for path dependent SDEs driven by G-Brownian motion
Abstract Sufficient and necessary conditions are presented for the comparison theorem of path dependent G-SDEs. Different from the corresponding study in path independent G-SDEs, a probability method is applied to prove these results. Moreover, the results extend the ones in the linear expectation case.
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Stochastic Analysis and Applications presents the latest innovations in the field of stochastic theory and its practical applications, as well as the full range of related approaches to analyzing systems under random excitation. In addition, it is the only publication that offers the broad, detailed coverage necessary for the interfield and intrafield fertilization of new concepts and ideas, providing the scientific community with a unique and highly useful service.
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