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On the comparison theorem for multi-dimensional \(G\)-SDEs - MaRDI portal

On the comparison theorem for multi-dimensional \(G\)-SDEs (Q2339520)

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On the comparison theorem for multi-dimensional \(G\)-SDEs
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    On the comparison theorem for multi-dimensional \(G\)-SDEs (English)
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    1 April 2015
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    stochastic differential equations
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    \(G\)-Brownian motion
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    viability property
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    comparison theorem
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