Functional solution about stochastic differential equation driven by \(G\)-Brownian motion (Q480048)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6377837
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Functional solution about stochastic differential equation driven by \(G\)-Brownian motion |
scientific article; zbMATH DE number 6377837 |
Statements
Functional solution about stochastic differential equation driven by \(G\)-Brownian motion (English)
0 references
8 December 2014
0 references
stochastic differential equations
0 references
\(G\)-Brownian motion
0 references
\(G\)-Itō formula
0 references
financial models
0 references
0 references
0 references
0.8247373700141907
0 references
0.8218886852264404
0 references
0.819602906703949
0 references
0.8135899901390076
0 references
