Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion (Q2689078): Difference between revisions

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Property / DOI: 10.1007/s12346-023-00760-9 / rank
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Property / full work available at URL: https://doi.org/10.1007/s12346-023-00760-9 / rank
 
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Latest revision as of 18:52, 19 December 2024

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Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion
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    Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion (English)
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    6 March 2023
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    \(G\)-HNSDEs
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    sublinear expectation
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    stability in distribution
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    Chebyshev inequality
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    \(G\)-Itô formula
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