Pages that link to "Item:Q2360844"
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The following pages link to Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths (Q2360844):
Displaying 6 items.
- Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion (Q2116485) (← links)
- Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion (Q2148456) (← links)
- Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs (Q2361013) (← links)
- Steady small-disturbance transonic dense gas flow past two-dimensional compression/expansion ramps (Q4685351) (← links)
- Rough path analysis for local time of <i>G</i>-Brownian motion (Q5106742) (← links)
- How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost (Q6048447) (← links)
