\(G\)-Brownian motion as rough paths and differential equations driven by \(G\)-Brownian motion (Q4568485)
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scientific article; zbMATH DE number 6892757
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| English | \(G\)-Brownian motion as rough paths and differential equations driven by \(G\)-Brownian motion |
scientific article; zbMATH DE number 6892757 |
Statements
G-Brownian Motion as Rough Paths and Differential Equations Driven by G-Brownian Motion (English)
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21 June 2018
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Euler-Maruyama approximation
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\(G\)-Brownian motion
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\(G\)-expectation
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geometric rough paths
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nonlinear diffusion processes
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nonlinear heat flow
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rough differential equations
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0.8083707690238953
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0.7930842041969299
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0.7862647771835327
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0.7858082056045532
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