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Existence and uniqueness of solution to G-neutral stochastic differential equations
Zakaria Boumezbeur  1, @  , Hacène Boutabia  1, @  
1 : Department of mathematics, Badji-Mokhtar University, Annaba  -  Website

In this research, we prove under suitable assumptions the existence and uniqueness of solution to neutral stochastic differential equations driven by G-Brownian motion. Our approach is based on the Caratheodory aproximation shemes.

Subject : : Oral
Comment : This reaserch will be a part of the first author thesis.
Topics : Probability ans statistics
Keywords : G ; Brownian motion ; Caratheodory approximation ; Neutral stochastic differential equations.
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