Stochastic differential equations driven by -Brownian motion and ordinary differential equations

In this paper, we show that the integration of a stochastic differential equation driven by G -Brownian motion ( G -SDE for short) in R can be reduced to the integration of an ordinary differential equation (ODE for short) parameterized by a variable in ( Ω , F ) . By this result, we obtain a comparison theorem for G -SDEs and its applications.