Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations (Q404602)

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scientific article; zbMATH DE number 6339816
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    Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations
    scientific article; zbMATH DE number 6339816

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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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