Comparison theorem for neutral stochastic functional differential equations driven by G-Brownian motion

Comparison theorem for neutral stochastic functional differential equations driven by G-Brownian motion

In this paper, we investigate sufficient and necessary conditions for the comparison theorem of neutral stochastic functional differential equations driven by G-Brownian motion (G-NSFDE). Moreover, the results extend the ones in the linear expectation case (Bai and Jiang, 2016) and nonlinear expecta...

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Veröffentlicht in:Statistics & probability letters 2022-05, Vol.184, p.109393, Article 109393
Hauptverfasser: Yang, Fen-Fen, Yuan, Chenggui
Format: Artikel
Sprache:eng
Schlagworte:
[formula omitted]-Brownian motion
Comparison theorem
Neutral stochastic delay differential equations
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Zusammenfassung:In this paper, we investigate sufficient and necessary conditions for the comparison theorem of neutral stochastic functional differential equations driven by G-Brownian motion (G-NSFDE). Moreover, the results extend the ones in the linear expectation case (Bai and Jiang, 2016) and nonlinear expectation framework (Huang and Yang, 2021).
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2022.109393