Viability for stochastic differential equations driven by \(G\)-Brownian motion
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Publication:1721919
DOI10.1007/s10959-017-0791-zzbMath1418.60095OpenAlexW2761878242MaRDI QIDQ1721919
Publication date: 13 February 2019
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-017-0791-z
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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Representation theorem and viability property for multidimensional BSDEs and their applications ⋮ Further results on stabilization of stochastic differential equations with delayed feedback control under \( G \)-expectation framework ⋮ Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem
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