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

@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J65
@@ Property / Mathematics Subject Classification ID: 60J65 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6377837
@@ Property / zbMATH DE Number: 6377837 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic differential equations
@@ Property / zbMATH Keywords: stochastic differential equations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+\(G\)-Brownian motion
@@ Property / zbMATH Keywords: \(G\)-Brownian motion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+\(G\)-Itō formula
@@ Property / zbMATH Keywords: \(G\)-Itō formula / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+financial models
@@ Property / zbMATH Keywords: financial models / rank @@
+Normal rank

Revision as of 19:02, 30 June 2023