Path independence of additive functionals for stochastic differential equations under \(G\)-framework (Q2420753)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path independence of additive functionals for stochastic differential equations under \(G\)-framework |
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Path independence of additive functionals for stochastic differential equations under \(G\)-framework (English)
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7 June 2019
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stochastic differential equation (SDE)
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partial differential equation (PDE)
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additive functional
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\(g\)-sdes
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\(G\)-Brownian motion
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nonlinear PDE
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