The filtering problem for stochastic systems driven by G‐Brownian motion

This paper studies quasi‐sure exponential of triangular stochastic differential equations driven by ‐Brownian motion ( ‐SDEs, in short) with the help of the stability of each diagonal subsystems by exponential martingale inequality and ‐stochastic analysis techniques. This result allows us to study the full‐order filtering problem of the stochastic systems driven ‐Brownian motion.