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Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion - MaRDI portal

Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion (Q266464)

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scientific article; zbMATH DE number 6568098
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English
Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion
scientific article; zbMATH DE number 6568098

    Statements

    Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion (English)
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    13 April 2016
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    \(G\)-Brownian motion
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    stopping times
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    \(G\)-stochastic differential equations
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    Lyapunov functions
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    stability
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