Some properties for Itô processes driven by \(G\)-Brownian motion

DOI10.1214/17-ECP78zbMath1386.60221MaRDI QIDQ2411768

Falei Wang, Xinpeng Li

Publication date: 25 October 2017

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ecp/1504922431

zbMATH Keywords

\(G\)-Brownian motionlower capacitystrict comparison theorem

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Asymptotical boundedness for stochastic coupled systems on networks with time-varying delay driven by G-Brownian motion

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