Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations

DOI10.1016/j.spa.2014.07.004zbMath1296.60154arXiv1309.5232OpenAlexW2048455442MaRDI QIDQ404602

Falei Wang, Peng Luo

Publication date: 4 September 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.5232

zbMATH Keywords

comparison theorem\(G\)-Brownian motion\(G\)-Itô's formula\(G\)-SDE

Mathematics Subject Classification ID

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

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