Asymptotic estimates for the solution of stochastic differential equations driven by G-Brownian motion
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Publication:5375928
DOI10.1080/00036811.2017.1350848zbMATH Open1396.60071OpenAlexW2735441869WikidataQ58148197 ScholiaQ58148197MaRDI QIDQ5375928FDOQ5375928
Authors: Wei Wei, Miao Zhang, Peng Luo 
Publication date: 17 September 2018
Published in: Applicable Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00036811.2017.1350848
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Cites Work
- Stochastic differential equations. An introduction with applications.
- Higher-order implicit strong numerical schemes for stochastic differential equations
- On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
- Extension and Application of Itô's Formula UnderG-Framework
- Stochastic differential equations and applications.
- \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
- Stopping times and related Itô's calculus with \(G\)-Brownian motion
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- Local time and Tanaka formula for the \(G\)-Brownian motion
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
- Exponential stability for stochastic differential equation driven by G-Brownian motion
- Martingale characterization of \(G\)-Brownian motion
- A strong law of large numbers for non-additive probabilities
- Backward stochastic differential equations driven by \(G\)-Brownian motion
- A law of large numbers under the nonlinear expectation
- Uniqueness of the representation for \(G\)-martingales with finite variation
- Large deviations for stochastic differential equations driven by \(G\)-Brownian motion
- Central limit theorem for capacities
- Proof of the law of iterated logarithm through diffusion equation
- Girsanov's formula for \(G\)-Brownian motion
- Solutions of stochastic differential equations obeying the law of the iterated logarithm, with applications to financial markets
Cited In (10)
- A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion
- A note on the stochastic differential equations driven by \(G\)-Brownian motion
- Existence and exponential stability of almost pseudo automorphic solution for neutral stochastic evolution equations driven by G-Brownian motion
- Large deviations for stochastic differential equations driven by \(G\)-Brownian motion
- Title not available (Why is that?)
- Stochastic differential equations with perturbations driven by \(G\)-Brownian motion
- Asymptotic moment estimation for stochastic Lotka-Volterra model driven by \(G\)-Brownian motion
- The support of the solution for stochastic differential equations driven by \(G\)-Brownian motion
- Quasi-sure exponential stability and stabilisation of stochastic delay differential equations under \(G\)-expectation framework
- Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise
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