A note on the G-Itô formula and a comment on ``Averaging principle for SDEs of neutral type driven by \(G\)-Brownian motion'' (Q6607323)

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scientific article; zbMATH DE number 7915144
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    A note on the G-Itô formula and a comment on ``Averaging principle for SDEs of neutral type driven by \(G\)-Brownian motion''
    scientific article; zbMATH DE number 7915144

      Statements

      A note on the G-Itô formula and a comment on ``Averaging principle for SDEs of neutral type driven by \(G\)-Brownian motion'' (English)
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      18 September 2024
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      G-Brownian motion
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      differential form
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      G-Itô formula
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      multiplication rules
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