RESEARCH ARTICLE

Reflected stochastic differential equations driven by G-Brownian motion with nonlinear resistance

  • Peng LUO , 2
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  • 1. School of Mathematics and Qilu Securities Institute for Financial Studies,Shandong University, Jinan 250100, China
  • 2. Department of Mathematics and Statistics, University of Konstanz, Konstanz 78457, Germany

Received date: 09 Sep 2014

Accepted date: 22 Sep 2014

Published date: 02 Dec 2015

Copyright

2014 Higher Education Press and Springer-Verlag Berlin Heidelberg

Abstract

We study the uniqueness and existence of solutions of reflected G-stochastic differential equations (RGSDEs) with nonlinear resistance under an integral-Lipschitz condition of coefficients. Moreover, we obtain the comparison theorem for RGSDEs with nonlinear resistance.

Cite this article

Peng LUO . Reflected stochastic differential equations driven by G-Brownian motion with nonlinear resistance[J]. Frontiers of Mathematics in China, 2016 , 11(1) : 123 -140 . DOI: 10.1007/s11464-015-0433-7

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