Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations (Q404602)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations |
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Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations (English)
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4 September 2014
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\(G\)-Brownian motion
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\(G\)-Itô's formula
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\(G\)-SDE
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comparison theorem
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