Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance (Q256518): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J65 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H30 / rank | |||
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| Property / zbMATH DE Number: 6552950 / rank | |||
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reflected \(G\)-stochastic differential equations | |||
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\(G\)-Brownian motion | |||
| Property / zbMATH Keywords: \(G\)-Brownian motion / rank | |||
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\(G\)-expectation | |||
| Property / zbMATH Keywords: \(G\)-expectation / rank | |||
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nonlinear resistance | |||
| Property / zbMATH Keywords: nonlinear resistance / rank | |||
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comparison theorem | |||
| Property / zbMATH Keywords: comparison theorem / rank | |||
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Revision as of 12:27, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance |
scientific article |
Statements
Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance (English)
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9 March 2016
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reflected \(G\)-stochastic differential equations
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\(G\)-Brownian motion
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\(G\)-expectation
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nonlinear resistance
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comparison theorem
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