Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance (Q256518)
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English | Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance |
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Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance (English)
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9 March 2016
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reflected \(G\)-stochastic differential equations
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\(G\)-Brownian motion
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\(G\)-expectation
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nonlinear resistance
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comparison theorem
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