Successive approximation of SFDEs with finite delay driven by \(G\)-Brownian motion
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Publication:2318923
DOI10.1155/2013/637106zbMath1470.60169OpenAlexW2057782307WikidataQ58916481 ScholiaQ58916481MaRDI QIDQ2318923
Publication date: 16 August 2019
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/637106
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic integrals (60H05)
Related Items (4)
Stability of delayed Hopfield neural networks under a sublinear expectation framework ⋮ Asymptotical boundedness and stability for stochastic differential equations with delay driven by \(G\)-Brownian motion ⋮ Asymptotical boundedness for stochastic coupled systems on networks with time-varying delay driven by G-Brownian motion ⋮ Improved Results on Stabilization of $G$-SDEs by Feedback Control Based on Discrete-Time Observations
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