Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance

DOI10.1007/s11464-015-0433-7zbMath1334.60103arXiv1405.0703OpenAlexW2142803412MaRDI QIDQ256518

Peng Luo

Publication date: 9 March 2016

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.0703

zbMATH Keywords

comparison theorem\(G\)-Brownian motion\(G\)-expectationnonlinear resistancereflected \(G\)-stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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