The Carathéodory approximation scheme for stochastic differential equations with G‐Lévy process
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Publication:6185426
DOI10.1002/mma.9308OpenAlexW4366770982MaRDI QIDQ6185426
Unnamed Author, Faiz Faizullah, Rahman Ullah
Publication date: 8 January 2024
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mma.9308
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
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