The support of the solution for stochastic differential equations driven by \(G\)-Brownian motion (Q1941305)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The support of the solution for stochastic differential equations driven by \(G\)-Brownian motion |
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The support of the solution for stochastic differential equations driven by \(G\)-Brownian motion (English)
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12 March 2013
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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.
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\(G\)-Brownian motion
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\(G\)-stochastic differential equation
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support theorem
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