Invariance principles for G-brownian-motion-driven stochastic differential equations and their applications to G-stochastic control
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Publication:6451294
DOI10.1137/23M1564936arXiv2309.08366MaRDI QIDQ6451294
Wei Lin, Shijie Zhou, Xiaoxiao Peng, Xuerong Mao
Publication date: 15 September 2023
Functional limit theorems; invariance principles (60F17) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
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