Some properties of stochastic differential equations driven by the \(G\)-Brownian motion (Q1949660): Difference between revisions
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Revision as of 06:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some properties of stochastic differential equations driven by the \(G\)-Brownian motion |
scientific article |
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Some properties of stochastic differential equations driven by the \(G\)-Brownian motion (English)
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14 May 2013
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In this paper the stochastic integral and stochastic differential equations driven by the \(G\)-Brownian motion are considered. The continuous dependence on the parameters, stability properties and comparison theorems are proved.
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Pre-Keywords: \(G\)-expectation
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continuous paths
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\(G\)-Brownian motion
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stochastic differential equations
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