Search

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. [ABSTRACT FROM AUTHOR]

In this paper, Wang's Harnack and shift Harnack inequality for a class of stochastic differential equations driven by G-Brownian motion are established. The results generalize the ones in the linear expectation setting. Moreover, some applications are also given. [ABSTRACT FROM AUTHOR]