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On the pth moment estimates of solutions to stochastic functional differential equations in the G-framework

The aim of the current paper is to present the path-wise and moment estimates for solutions to stochastic functional differential equations with non-linear growth condition in the framework of G-expectation and G-Brownian motion. Under the nonlinear growth condition, the pth moment estimates for sol...

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Detalles Bibliográficos
Autor principal: Faizullah, Faiz
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2016
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4920811/
https://www.ncbi.nlm.nih.gov/pubmed/27386321
http://dx.doi.org/10.1186/s40064-016-2388-x