The support of the solution for stochastic differential equations driven by \(G\)-Brownian motion

DOI10.1007/s10114-012-0726-7zbMath1267.60061OpenAlexW1967719530MaRDI QIDQ1941305

Ming Zhou Xu, Fu Qing Gao

Publication date: 12 March 2013

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-012-0726-7

zbMATH Keywords

support theorem\(G\)-Brownian motion\(G\)-stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Generalized stochastic processes (60G20)

Related Items (1)

How small are the increments of \(G\)-Brownian motion

Cites Work

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• Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
• Martingale characterization of \(G\)-Brownian motion
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• The support of the solution to a hyperbolic SPDE
• Hölder norms and the support theorem for diffusions
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• Large deviations and support theorem for diffusion processes via rough paths.

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