A note on the G-Itô formula and a comment on ``Averaging principle for SDEs of neutral type driven by \(G\)-Brownian motion'' (Q6607323)
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scientific article; zbMATH DE number 7915144
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the G-Itô formula and a comment on ``Averaging principle for SDEs of neutral type driven by \(G\)-Brownian motion'' |
scientific article; zbMATH DE number 7915144 |
Statements
A note on the G-Itô formula and a comment on ``Averaging principle for SDEs of neutral type driven by \(G\)-Brownian motion'' (English)
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18 September 2024
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G-Brownian motion
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differential form
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G-Itô formula
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multiplication rules
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