The support of the solution for stochastic differential equations driven by \(G\)-Brownian motion (Q1941305)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The support of the solution for stochastic differential equations driven by \(G\)-Brownian motion |
scientific article |
Statements
The support of the solution for stochastic differential equations driven by \(G\)-Brownian motion (English)
0 references
12 March 2013
0 references
Basic definitions and results on \(G\)-Brownian motion are given. The support of a solution to a stochastic differential equation driven by \(G\)-Brownian motion is characterized. Linear interpolation approximation as well as the quasi-invariance property of \(G\)-Brownian motion are applied.
0 references
\(G\)-Brownian motion
0 references
\(G\)-stochastic differential equation
0 references
support theorem
0 references