On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients

TL;DR

This paper investigates the conditions under which solutions to stochastic differential equations driven by G-Brownian motion exist and are unique, focusing on integral-Lipschitz coefficients.

Contribution

It establishes existence and uniqueness results for GSDEs with integral-Lipschitz coefficients, extending prior work to this broader class.

Findings

Proved existence of solutions under integral-Lipschitz conditions

Established uniqueness of solutions for GSDEs with these coefficients

Extended classical results to G-Brownian motion framework

Abstract

In this paper, we study the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion (GSDEs) with integral-Lipschitz conditions on their coefficients.