Fractional Stochastic Differential Equations Driven By G-Brownian Motion with Delays

DOI10.37190/0208-4147.00092OpenAlexW4380519711MaRDI QIDQ6192090

Unnamed Author, Amel Redjil, Hacène Boutabia, Omar Kebiri

Publication date: 12 February 2024

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.37190/0208-4147.00092

zbMATH Keywords

fractional calculusaveraging principle\(G\)-Brownian motionnon-linear expectation

Mathematics Subject Classification ID

Averaging method for ordinary differential equations (34C29) Stochastic integrals (60H05) Stochastic integral equations (60H20) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Cites Work

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