Differentiability of stochastic differential equations driven by the \(G\)-Brownian motion (Q1955508)
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scientific article; zbMATH DE number 6173836
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| English | Differentiability of stochastic differential equations driven by the \(G\)-Brownian motion |
scientific article; zbMATH DE number 6173836 |
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Differentiability of stochastic differential equations driven by the \(G\)-Brownian motion (English)
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11 June 2013
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\(G\)-expectation
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\(G\)-Brownian motion
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differentiability
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stochastic differential equations
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