论文标题

由$ g $ -Brownian Motion驱动的功能性SDE的比较定理

Comparison Theorem for Functional SDEs Driven by $G$-Brownian Motion

论文作者

Huang, Xing, Yang, Fen-Fen

论文摘要

提出了足够和必要的条件,以比较依赖路径的$ g $ -sdes定理。不同于路径独立$ g $ -sdes中的相应研究,应用了一种概率方法来证明这些结果。此外,结果扩展了线性期望情况下的结果。

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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