Some properties of numerical solutions for semilinear stochastic delay differential equations driven by G-Brownian motion

DOI10.1155/2021/1835490MaRDI QIDQ6484425zbMATH OpenWikidataFDO

Authors Haiyan Yuan

Publication date 25 January 2022

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic particle methods (65C35) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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Cited in

(2)

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• Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method

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