On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients (Q2136672)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients |
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On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients (English)
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12 May 2022
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averaging principle
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stochastic differential equations
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mean-square convergence
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\(G\)-Brownian motion
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