Numerical simulations for \(G\)-Brownian motion (Q335585)
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scientific article; zbMATH DE number 6647026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical simulations for \(G\)-Brownian motion |
scientific article; zbMATH DE number 6647026 |
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Numerical simulations for \(G\)-Brownian motion (English)
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2 November 2016
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nonlinear expectation
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\(G\)-Brownian motion
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\(G\)-normal distribution
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Hamilton-Jacobi-Bellman (HJB) equation
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