局部非利普希茨条件下G-随机微分方程的解的逼近

Successive Approximation to Solutions of G-Stochastic Differential Equations with Local Non-lipschitz Conditions

考虑了一类由G布朗运动驱动的随机微分方程,在其参数满足局部非利普希茨条件下,采用逐步逼近的方法,得到了方程的局部解的存在性和唯一性.

This paper consider a class of stochastic differential equations driven by G-Brownian motion with local non- lipschitz conditions. The existence and uniqueness of the local solutions are gain.