We focus on solving stochastic differential equations driven by jump processes (SDEJs) with measurable drifts that may exhibit quadratic growth. Our approach leverages

In this short note we provide an additional term that was missing in the proof of Theorem 5.1 in section 5 (Comparison and strict comparison theorems) of our previous paper entitled: Quadratic…

In this article, we introduce a new stochastic process called the sub-fractional G-Brownian motion, which serves as an intermediate between the G-Brownian motion and the fractional G-Brownian…