Functional solution about stochastic differential equation driven by \(G\)-Brownian motion (Q480048): Difference between revisions
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Latest revision as of 18:48, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional solution about stochastic differential equation driven by \(G\)-Brownian motion |
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Functional solution about stochastic differential equation driven by \(G\)-Brownian motion (English)
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8 December 2014
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stochastic differential equations
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\(G\)-Brownian motion
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\(G\)-Itō formula
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financial models
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