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Paper detail

Comparison Theorem for Functional SDEs Driven by $G$-Brownian Motion

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.

preprint2020arXivOpen access
Xing HuangFen-Fen Yang
math.PR
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Xing HuangFen-Fen Yang

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