A note on the G-Itô formula and a comment on ``Averaging principle for SDEs of neutral type driven by \(G\)-Brownian motion

DOI10.1142/s0219493724500217MaRDI QIDQ6607323

Yunlong Zhu, Hai-Tao Liu, Puchen Liu

Publication date: 18 September 2024

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

differential formG-Brownian motionmultiplication rulesG-Itô formula

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Averaging for functional-differential equations (34K33)

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