The support of the solution for stochastic differential equations driven by \(G\)-Brownian motion
Basic definitions and results on \(G\)-Brownian motion are given. The support of a solution to a stochastic differential equation driven by \(G\)-Brownian motion is characterized. Linear interpolation approximation as well as the quasi-invariance property of \(G\)-Brownian motion are applied.
scientific article; zbMATH DE number 6143603
scientific article