Reflected Stochastic Differential Equations Driven By G-Brownian motion With Nonlinear Resistance
arXiv:1405.0703
Abstract
In this paper, we study the uniqueness and existence of solutions of RGSDEs with nonlinear resistance under an integral-Lipschitz condition of coefficients. Moreover we obtain the comparison theorem for RGSDEs with nonlinear resistance.
arXiv admin note: substantial text overlap with arXiv:1103.0392 by other authors