Stochastic functional differential equations with infinite delay driven by G -Brownian motion
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Publication:2847213
DOI10.1002/mma.2720zbMath1274.60212OpenAlexW1980323976MaRDI QIDQ2847213
Qiang Bi, Yong Ren, Rathinasamy Sakthivel
Publication date: 4 September 2013
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mma.2720
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Cites Work
- A note on the stochastic differential equations driven by \(G\)-Brownian motion
- Exponential stability for stochastic differential equation driven by G-Brownian motion
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
- The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay
- Remarks on the existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay
- Martingale characterization of \(G\)-Brownian motion
- On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
- Unnamed Item
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