Differentiability of \(G\)-neutral stochastic differential equations with respect to parameter

DOI10.1515/rose-2024-2005MaRDI QIDQ6554579

Amel Redjil, Omar Kebiri, Zakaria Boumezbeur, Hacène Boutabia

Publication date: 12 June 2024

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

zbMATH Keywords

differentiability\(G\)-Brownian motionneutral stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Stochastic integrals (60H05) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Cites Work

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