A note on the stochastic differential equations driven by \(G\)-Brownian motion
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Publication:633052
DOI10.1016/j.spl.2011.01.010zbMath1218.60058MaRDI QIDQ633052
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
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60H20: Stochastic integral equations
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Cites Work
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- 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
