Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance (Q256518)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance |
scientific article |
Statements
Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance (English)
0 references
9 March 2016
0 references
reflected \(G\)-stochastic differential equations
0 references
\(G\)-Brownian motion
0 references
\(G\)-expectation
0 references
nonlinear resistance
0 references
comparison theorem
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
