Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion

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DOI10.1016/j.spa.2009.05.010zbMath1176.60043OpenAlexW2016116013MaRDI QIDQ734638

Fu Qing Gao

Publication date: 13 October 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2009.05.010

zbMATH Keywords

Hölder continuity \(G\)-Brownian motion \(G\)-stochastic differential equation moment estimate BDG inequality homeomorphic flow Itô's-formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Stochastic integrals (60H05)

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