Functional solution about stochastic differential equation driven by \(G\)-Brownian motion (Q480048)
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scientific article; zbMATH DE number 6377837
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| English | Functional solution about stochastic differential equation driven by \(G\)-Brownian motion |
scientific article; zbMATH DE number 6377837 |
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Functional solution about stochastic differential equation driven by \(G\)-Brownian motion (English)
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8 December 2014
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stochastic differential equations
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\(G\)-Brownian motion
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\(G\)-Itō formula
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financial models
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0.8247373700141907
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0.8218886852264404
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0.819602906703949
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0.8135899901390076
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