Properties of solutions of stochastic differential equations driven by the G-Brownian motion
arXiv:1010.3158 · doi:10.1007/s11425-012-4534-4
Abstract
In this paper, we study the differentiability of solutions of stochastic differential equations driven by the $G$-Brownian motion with respect to the initial data and the parameter. In addition, the stability of solutions of stochastic differential equations driven by the $G$-Brownian motion is obtained.