The support of the solution for stochastic differential equations driven by \(G\)-Brownian motion
type: Item
instance of: scholarly article
title: The support of the solution for stochastic differential equations driven by \(G\)-Brownian motion
zbMATH Open document ID: 1267.60061
author: Ming Zhou Xu
author: Fuqing Gao
publication date: 2013-03-12T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60G20
zbMATH DE Number: 6143603
zbMATH Keywords: \(G\)-Brownian motion
zbMATH Keywords: \(G\)-stochastic differential equation
zbMATH Keywords: support theorem
reviewed by: Alexandra Rodkina
MaRDI profile type: Publication
full work available at URL: s10114-012-0726-7
OpenAlex ID: W1967719530
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DOI: 10.1007/S10114-012-0726-7
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published in: Acta Mathematica Sinica, English Series
description: scientific article; zbMATH DE number 6143603