A note on the stochastic differential equations driven by \(G\)-Brownian motion

DOI10.1016/j.spl.2011.01.010zbMath1218.60058OpenAlexW2043632643MaRDI QIDQ633052

Lanying Hu, Yong Ren

Publication date: 31 March 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.01.010

zbMATH Keywords

stochastic differential equations\(G\)-Brownian motion

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

Related Items (21)

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Cites Work

• Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
• Martingale characterization of \(G\)-Brownian motion
• On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
• Successive approximations to solutions of stochastic differential equations
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• Theory of capacities
• Extension and Application of Itô's Formula UnderG-Framework
• Unnamed Item

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