Sample path properties of \(G\)-Brownian motion

DOI10.1016/j.jmaa.2018.07.013zbMath1405.60048OpenAlexW2855253609WikidataQ129540869 ScholiaQ129540869MaRDI QIDQ1659308

Falei Wang, Guoqiang Zheng

Publication date: 15 August 2018

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2018.07.013

zbMATH Keywords

\(G\)-Brownian motionsample path properties\(G\)-heat equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Sample path properties (60G17)

Related Items

Quasi-sure exponential stabilization of stochastic systems induced by \(G\)-Brownian motion with discrete time feedback control ⋮ Local wellposedness of coupled backward stochastic differential equations driven by \(G\)-Brownian motions ⋮ Quasi-sure exponential stability and stabilisation of stochastic delay differential equations under G-expectation framework

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