Approximation Theorem for Stochastic Differential Equations Driven by G-Brownian Motion (Q2909976): Difference between revisions

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-Fu Qing Gao
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+Fu Qing Gao
@@ Property / author: Fu Qing Gao / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/978-3-0348-0097-6_6
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+W79553770
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+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
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@@ Property / cites work @@
+Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
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@@ Property / cites work @@
+Large deviations for stochastic differential equations driven by \(G\)-Brownian motion
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+Q3992729
@@ Property / cites work: Q3992729 / rank @@
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+Q3997990
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+Q5436616
@@ Property / cites work: Q5436616 / rank @@
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@@ Property / cites work @@
+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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+Q3488968
@@ Property / cites work: Q3488968 / rank @@
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@@ Property / cites work @@
+Q5670045
@@ Property / cites work: Q5670045 / rank @@
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+Successive approximations to solutions of stochastic differential equations
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@@ Property / cites work @@
+Martingale characterization of \(G\)-Brownian motion
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@@ Property / cites work @@
+Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications
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@@ links / mardi / name / links / mardi / name @@
+Publication:2909976