On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
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Publication:2136672
DOI10.1186/s13662-021-03233-yzbMath1487.60100OpenAlexW3165573408MaRDI QIDQ2136672
Publication date: 12 May 2022
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-021-03233-y
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
Related Items (4)
On the averaging principle for stochastic differential equations driven by \(G\)-Lévy process ⋮ Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise ⋮ Fractional Stochastic Differential Equations Driven By G-Brownian Motion with Delays ⋮ Averaging principle for a type of Caputo fractional stochastic differential equations
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