Some properties for Itô processes driven by $G$-Brownian motion
Résumé
In this paper, we use partial differential equation (PDE) techniques and probabilistic approaches to study the lower capacity of the ball for the Ito process driven by G-Brownian motion (G-Ito process). In particular, the lower bound on the lower capacity of certain balls is obtained. As an application, we prove a strict comparison theorem in G-expectation framework.