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-  2019 

Khasminskii-type theorems for stochastic differential delay equations driven by G-Brownian motion

DOI: https://doi.org/10.1080/21642583.2019.1663292

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Abstract:

Abstract The Khasminskii theorem have come to play an important role in the nonexplosion solutions of stochastic differential equations (SDEs) without the linear growth condition. In this paper, by using Peng's G-expectation theory, we establish an even more general Khasminskii-type test for stochastic differential delay equations driven by G-Brownian motion (G-SDDEs) that cover a wide class of highly nonlinear G-SDDEs

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