Approximation theorem for stochastic differential equations driven by \(G\)-Brownian motion (Q2909976)
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scientific article; zbMATH DE number 6078909
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| English | Approximation theorem for stochastic differential equations driven by \(G\)-Brownian motion |
scientific article; zbMATH DE number 6078909 |
Statements
Approximation Theorem for Stochastic Differential Equations Driven by G-Brownian Motion (English)
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7 September 2012
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\(G\)-Brownian motion
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\(G\)-expectation
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stochastic differential equations
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approximation theorem
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0.848488986492157
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0.8341903686523438
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0.8328433036804199
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0.821694016456604
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