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Stochastic functional differential equations with infinite delay driven by G-Brownian motion.

Authors :
Ren, Yong
Bi, Qiang
Sakthivel, R.
Source :
Mathematical Methods in the Applied Sciences; Sep2013, Vol. 36 Issue 13, p1746-1759, 14p
Publication Year :
2013

Abstract

In this paper, we consider a class of stochastic functional differential equations with infinite delay at phase space BC ( − ∞ ,0]; R<superscript> d</superscript>) driven by G-Brownian motion (SFDEGs) in the framework of sublinear expectation spaces [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01704214
Volume :
36
Issue :
13
Database :
Complementary Index
Journal :
Mathematical Methods in the Applied Sciences
Publication Type :
Academic Journal
Accession number :
89398234
Full Text :
https://doi.org/10.1002/mma.2720