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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G-Brownian Motion as Rough Paths and Differential Equations Driven by G-Brownian Motion
scientific article; zbMATH DE number 6892757

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    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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