Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions
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Publication:388844
DOI10.1214/EJP.V18-2566zbMath1304.60068arXiv1103.0392OpenAlexW2145055915MaRDI QIDQ388844
Publication date: 17 January 2014
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.0392
reflecting boundary conditions\(G\)-Brownian motion\(G\)-expectation\(G\)-stochastic differential equations\(G\)-Itō's formulaincreasing processesstochastic differential equations driven by \(G\)-Brownian motion
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