Pages that link to "Item:Q335585"
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The following pages link to Numerical simulations for \(G\)-Brownian motion (Q335585):
Displaying 7 items.
- Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework (Q1713167) (← links)
- Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion (Q1993418) (← links)
- An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145) (← links)
- Pathwise convergence under Knightian uncertainty (Q2084885) (← links)
- Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method (Q2274830) (← links)
- Robust mean-variance hedging via \(G\)-expectation (Q2419972) (← links)
- Existence of relaxed optimal control for $G$-neutral stochastic functional differential equations with uncontrolled diffusion (Q5088667) (← links)
