Functional solution about stochastic differential equation driven by \(G\)-Brownian motion (Q480048): Difference between revisions

@@ Property / DOI @@
-.3934/dcdsb.2015.20.281
@@ Property / DOI: 10.3934/dcdsb.2015.20.281 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J65
@@ Property / Mathematics Subject Classification ID: 60J65 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
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@@ Property / zbMATH DE Number @@
+6377837
@@ Property / zbMATH DE Number: 6377837 / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic differential equations
@@ Property / zbMATH Keywords: stochastic differential equations / rank @@
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@@ Property / zbMATH Keywords @@
+\(G\)-Brownian motion
@@ Property / zbMATH Keywords: \(G\)-Brownian motion / rank @@
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@@ Property / zbMATH Keywords @@
+\(G\)-Itō formula
@@ Property / zbMATH Keywords: \(G\)-Itō formula / rank @@
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@@ Property / zbMATH Keywords @@
+financial models
@@ Property / zbMATH Keywords: financial models / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.3934/dcdsb.2015.20.281
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@@ Property / OpenAlex ID @@
+W2321273752
@@ Property / OpenAlex ID: W2321273752 / rank @@
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@@ Property / cites work @@
+Q3729587
@@ Property / cites work: Q3729587 / rank @@
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@@ Property / cites work @@
+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
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@@ Property / cites work @@
+Q4122573
@@ Property / cites work: Q4122573 / rank @@
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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 @@
+Backward stochastic differential equations driven by \(G\)-Brownian motion
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@@ Property / cites work @@
+On stochastic differential equations
@@ Property / cites work: On stochastic differential equations / rank @@
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@@ Property / cites work @@
+Stopping times and related Itô's calculus with \(G\)-Brownian motion
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@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
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@@ Property / cites work @@
+Q5436616
@@ Property / cites work: Q5436616 / rank @@
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@@ Property / cites work @@
+Martingale representation theorem for the \(G\)-expectation
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@@ Property / cites work @@
+Martingale characterization of \(G\)-Brownian motion
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@@ Property / DOI @@
+.3934/DCDSB.2015.20.281
@@ Property / DOI: 10.3934/DCDSB.2015.20.281 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:480048