## Abstract and Applied Analysis

### Successive Approximation of SFDEs with Finite Delay Driven by $G$-Brownian Motion

#### Abstract

We consider the stochastic functional differential equations with finite delay driven by $G$-Brownian motion. Under the global Carathéodory conditions we prove the existence and uniqueness, and as an application, we price the European call option when the underlying asset's price follows such an equation.

#### Article information

Source
Abstr. Appl. Anal., Volume 2013 (2013), Article ID 637106, 9 pages.

Dates
First available in Project Euclid: 27 February 2014

https://projecteuclid.org/euclid.aaa/1393512233

Digital Object Identifier
doi:10.1155/2013/637106

Mathematical Reviews number (MathSciNet)
MR3147834

Zentralblatt MATH identifier
07095194

#### Citation

Yan, Litan; Zhang, Qinghua. Successive Approximation of SFDEs with Finite Delay Driven by $G$ -Brownian Motion. Abstr. Appl. Anal. 2013 (2013), Article ID 637106, 9 pages. doi:10.1155/2013/637106. https://projecteuclid.org/euclid.aaa/1393512233

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