Functional solution about stochastic differential equation driven by G-Brownian motion
DOI10.3934/DCDSB.2015.20.281zbMATH Open1309.60064OpenAlexW2321273752MaRDI QIDQ480048FDOQ480048
Authors: Defei Zhang, Ping He 
Publication date: 8 December 2014
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2015.20.281
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Cites Work
- Stochastic differential equations. An introduction with applications.
- \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
- Stopping times and related Itô's calculus with \(G\)-Brownian motion
- On stochastic differential equations
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
- Martingale representation theorem for the \(G\)-expectation
- Martingale characterization of \(G\)-Brownian motion
- Backward stochastic differential equations driven by \(G\)-Brownian motion
- Title not available (Why is that?)
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Cited In (8)
- Exponential stability of SDEs driven by \(G\)-Brownian motion with delayed impulsive effects: average impulsive interval approach
- An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion
- Asymptotical boundedness for stochastic coupled systems on networks with time-varying delay driven by \(G\)-Brownian motion
- Numerical simulations for \(G\)-Brownian motion
- On stability of large-scale \(G\)-SDEs: a decomposition approach
- Quasi-sure exponential stability and stabilisation of stochastic delay differential equations under \(G\)-expectation framework
- Stability analysis of impulsive stochastic Cohen-Grossberg neural networks driven by \(G\)-Brownian motion
- \(G\)-Brownian motion as rough paths and differential equations driven by \(G\)-Brownian motion
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