Approximation Theorem for Stochastic Differential Equations Driven by G-Brownian Motion
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Publication:2909976
DOI10.1007/978-3-0348-0097-6_6zbMath1252.60027OpenAlexW79553770MaRDI QIDQ2909976
Publication date: 7 September 2012
Published in: Stochastic Analysis with Financial Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-0348-0097-6_6
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Large deviations (60F10) Stochastic integrals (60H05)
Cites Work
- Large deviations for stochastic differential equations driven by \(G\)-Brownian motion
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
- Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications
- Martingale characterization of \(G\)-Brownian motion
- Successive approximations to solutions of stochastic differential equations
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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