A note on the G-Itô formula and a comment on ``Averaging principle for SDEs of neutral type driven by G-Brownian motion
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Publication:6607323
DOI10.1142/S0219493724500217MaRDI QIDQ6607323FDOQ6607323
Authors: Puchen Liu, Yunlong Zhu, Haitao Liu 
Publication date: 18 September 2024
Published in: Stochastics and Dynamics (Search for Journal in Brave)
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Cites Work
- \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion
- Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and \(G\)-Brownian motion
- Stabilization of stochastic differential equations driven by \(G\)-Brownian motion with feedback control based on discrete-time state observation
- Averaging principle for SDEs of neutral type driven by G-Brownian motion
- Improved results on stabilization of \(G\)-SDEs by feedback control based on discrete-time observations
- Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
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