@article{BoumezbeurBoutabiaRedjiletal., author = {Boumezbeur, Zakaria and Boutabia, Hac{\`e}ne and Redjil, Amel and Kebiri, Omar}, title = {Differentiability of G-neutral stochastic differential equations with respect to parameter}, series = {Random Operators and Stochastic Equations}, volume = {32}, journal = {Random Operators and Stochastic Equations}, number = {2}, publisher = {Walter de Gruyter GmbH}, issn = {0926-6364}, doi = {/10.1515/rose-2024-2005}, pages = {159 -- 173}, abstract = {In this paper, we study the differentiability of solutions of neutral stochastic differential equations driven by G-Brownian motion with respect to parameter. Under suitable assumptions, we show that solutions are differentiable with respect to the parameter which appears in the initial data. In addition, the stochastic differential equation of the derivative is given and the existence-uniqueness of solution is proved. Moreover, an example to illustrate the theoretically obtained results is presented.}, language = {en} }