A note on the G-Itô formula and a comment on ``Averaging principle for SDEs of neutral type driven by G-Brownian motion
From MaRDI portal
Publication:6607323
Recommendations
- Comments on ``Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach
- Averaging principle for SDEs of neutral type driven by G-Brownian motion
- On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
- Comment on ``Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes
- Stochastic averaging principle for neutral stochastic functional differential equations driven by \(\mathrm{G}\)-Lévy process
Cites work
- Averaging principle for SDEs of neutral type driven by G-Brownian motion
- Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
- Exponential stability of solutions to impulsive stochastic differential equations driven by G-Brownian motion
- Improved results on stabilization of \(G\)-SDEs by feedback control based on discrete-time observations
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and \(G\)-Brownian motion
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion
- Stabilization of stochastic differential equations driven by \(G\)-Brownian motion with feedback control based on discrete-time state observation
- \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
This page was built for publication: A note on the G-Itô formula and a comment on ``Averaging principle for SDEs of neutral type driven by \(G\)-Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6607323)
