Some properties of stochastic differential equations driven by the \(G\)-Brownian motion
type: Item
instance of: scholarly article
title: Some properties of stochastic differential equations driven by the \(G\)-Brownian motion
zbMATH Open document ID: 1274.60184
author: Qian Lin
publication date: 2013-05-14T00:00:00Z
review text: In this paper the stochastic integral and stochastic differential equations driven by the \(G\)-Brownian motion are considered. The continuous dependence on the parameters, stability properties and comparison theorems are proved.
reviewed by: Toader Morozan
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 6162876
zbMATH Keywords: Pre-Keywords: \(G\)-expectation
zbMATH Keywords: continuous paths
zbMATH Keywords: \(G\)-Brownian motion
zbMATH Keywords: stochastic differential equations
MaRDI profile type: Publication
full work available at URL: s10114-013-0701-y
OpenAlex ID: W2154652229
cites work: Q5436616
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cites work: О простых идеалах первой степени
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DOI: 10.1007/S10114-013-0701-Y
published in: Acta Mathematica Sinica, English Series
description: scientific article; zbMATH DE number 6162876