Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion (Q5375928): Difference between revisions

Latest revision as of 14:35, 16 July 2024

scientific article; zbMATH DE number 6937725

Language	Label	Description	Also known as
English	Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion	scientific article; zbMATH DE number 6937725

Statements

instance of

scholarly article

0 references

title

Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion (English)

0 references

0 references

0 references

0 references

0 references

17 September 2018

0 references

zbMATH Keywords

nonlinear expectation

0 references

G-Brownian motion

0 references

stochastic differential equations

0 references

law of the iterated logarithm

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1080/00036811.2017.1350848

0 references

cites work

Higher-order implicit strong numerical schemes for stochastic differential equations

0 references

Solutions of stochastic differential equations obeying the law of the iterated logarithm, with applications to financial markets

0 references

Proof of the law of iterated logarithm through diffusion equation

0 references

Q5429735

0 references

Stochastic differential equations. An introduction with applications.

0 references

Q5436616

0 references

Stopping times and related Itô's calculus with \(G\)-Brownian motion

0 references

Martingale characterization of \(G\)-Brownian motion

0 references

Large deviations for stochastic differential equations driven by \(G\)-Brownian motion

0 references

Central limit theorem for capacities

0 references

Uniqueness of the representation for \(G\)-martingales with finite variation

0 references

Local time and Tanaka formula for the \(G\)-Brownian motion

0 references

A strong law of large numbers for non-additive probabilities

0 references

Backward stochastic differential equations driven by \(G\)-Brownian motion

0 references

A law of large numbers under the nonlinear expectation

0 references

Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths

0 references

Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion

0 references

Extension and Application of Itô's Formula Under<i>G</i>-Framework

0 references

On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients

0 references

Girsanov's formula for \(G\)-Brownian motion

0 references

Exponential stability for stochastic differential equation driven by G-Brownian motion

0 references

Identifiers

zbMATH Open document ID

1396.60071

0 references

DOI

10.1080/00036811.2017.1350848

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5375928

@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Solutions of stochastic differential equations obeying the law of the iterated logarithm, with applications to financial markets
+Normal rank
@@ Property / cites work @@
+Proof of the law of iterated logarithm through diffusion equation
+Normal rank
@@ Property / cites work @@
+Q5429735
@@ Property / cites work: Q5429735 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Q5436616
@@ Property / cites work: Q5436616 / rank @@
+Normal rank
@@ Property / cites work @@
+Stopping times and related Itô's calculus with \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Martingale characterization of \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Large deviations for stochastic differential equations driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Central limit theorem for capacities
@@ Property / cites work: Central limit theorem for capacities / rank @@
+Normal rank
@@ Property / cites work @@
+Uniqueness of the representation for \(G\)-martingales with finite variation
+Normal rank
@@ Property / cites work @@
+Local time and Tanaka formula for the \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+A strong law of large numbers for non-additive probabilities
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+A law of large numbers under the nonlinear expectation
+Normal rank
@@ Property / cites work @@
+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
+Normal rank
@@ Property / cites work @@
+Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Extension and Application of Itô's Formula Under<i>G</i>-Framework
+Normal rank
@@ Property / cites work @@
+On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Girsanov's formula for \(G\)-Brownian motion
@@ Property / cites work: Girsanov's formula for \(G\)-Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential stability for stochastic differential equation driven by G-Brownian motion
+Normal rank