In this paper, we study the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion （GSDEs） with integral-Lipschitz coefficients.
基金supported by the Major Program in Key Research Institute of Humanities and Social Sciences sponsored by Ministry of Education of China(under grant No.2009JJD790049)the Post-graduate Study Abroad Program sponsored by China Scholarship Council
文摘In this paper, we study the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion （GSDEs） with integral-Lipschitz coefficients.
