Differentiability of stochastic differential equation driven by \(d\)-dimensional \(G\)-Brownian motion with respect to the initial data (Q2666392)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Differentiability of stochastic differential equation driven by \(d\)-dimensional \(G\)-Brownian motion with respect to the initial data |
scientific article |
Statements
Differentiability of stochastic differential equation driven by \(d\)-dimensional \(G\)-Brownian motion with respect to the initial data (English)
0 references
22 November 2021
0 references
\(G\)-Brownian motion
0 references
\(G\)-expectations
0 references
\(G\)-stochastic integrals
0 references
\(G\)-stochastic differential equations
0 references
random matrices
0 references
0 references
0 references
0 references
0 references
