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 c...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.展开更多
基金The author would like to thank the referees for their careful reading and helpful suggestions. This work was partially supported by the China Scholarship Council （No. 201306220101）, the National Natural Science Foundation of China （Grant No. 11221061）, and the Programme of Introducing Talents of Discipline to Universities of China （No. B12023）.
文摘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.
