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Existence Theory and Stability of Solutions for G-SDEs

Abstract第6-7页
Acknowledgements第8-12页
1 Introduction第12-18页
2 Basic Concepts and Results of G-expectations第18-37页
    2.1 Preliminaries第18-37页
        2.1.1 Completion of a Sublinear Expectation Space第23-26页
        2.1.2 G-expectation and G-Brownian Motion第26-28页
        2.1.3 Ito ’s Integral of G-Brownian Motion第28-30页
        2.1.4 Quadratic Variation Process of G-Brownian Motion第30-37页
3 Upper and Lower Solutions Method for G-SDEs第37-58页
    3.0第37-45页
        3.0.5 Upper and Lower Solutions Method第38-40页
        3.0.6 Comparison Theorem I第40-43页
        3.0.7 G-SDEs with Discontinuous Drift Coefcients第43-45页
    3.1 Existence of Solutions for G-SDEs with Discontinuous Second Coef-fcients第45-52页
        3.1.1 Comparison Theorem II第46-50页
        3.1.2 G-SDEs with Discontinuous Second Coefcients第50-52页
    3.2 Existence of Solutions for G-SDEs with Simultaneous Discontinuous First and Second Coefcients第52-56页
        3.2.1 Comparison Theorem III第53-55页
        3.2.2 G-SDEs with Simultaneous Discontinuous First and Second Coefcients第55-56页
    3.3 Discussion第56-58页
4 Existence of Solutions for G-BSDEs第58-80页
    4.1 The Method of Upper and Lower Solutions for G-BSDEs第59-65页
        4.1.1 Comparison Theorem I for G-BSDEs第61-63页
        4.1.2 G-BSDEs with Discontinuous Coefcient f第63-65页
    4.2 Existence of Solutions for G-BSDEs with Discontinuous Coefcient h第65-72页
        4.2.1 Comparison Theorem II for G-BSDEs第67-70页
        4.2.2 G-BSDEs with Discontinuous Coefcient h第70-72页
    4.3 G-BSDEs with Simultaneous Discontinuous Coefcients f and h第72-78页
        4.3.1 Comparison Theorem III for G-BSDEs第73-76页
        4.3.2 G-BSDEs with Discontinuous Coefcients第76-78页
    4.4 Discussion第78-80页
5 p-Moment Exponential Stability of G-SDEs第80-92页
    5.1 p-Moment Exponential Stability第81-86页
        5.1.1 Main Results第83-86页
    5.2 Exponential Stability of Linear G-SDEs第86-89页
    5.3 q-Moment Instability of G-SDEs第89-91页
    5.4 Discussion第91-92页
6 G-SDEs in the Generalized Space第92-100页
    6.1 Some Basic Notions第92-94页
    6.2 Existence and Uniqueness of G-SDEs in the Generalized Space第94-97页
    6.3 Existence and Uniqueness of G-BSDEs in the Generalized Space第97-99页
    6.4 Discussion第99-100页
7 Appendix第100-102页
References第102-111页

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