Functional solution about stochastic differential equation driven by \(G\)-Brownian motion
type: Item
instance of: scholarly article
title: Functional solution about stochastic differential equation driven by \(G\)-Brownian motion
zbMATH Open document ID: 1309.60064
author: Defei Zhang
author: Ping He
published in: Discrete and Continuous Dynamical Systems. Series B
publication date: 2014-12-08T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6377837
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: \(G\)-Brownian motion
zbMATH Keywords: \(G\)-Itō formula
zbMATH Keywords: financial models
MaRDI profile type: Publication
full work available at URL: dcdsb.2015.20.281
OpenAlex ID: W2321273752
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cites work: On stochastic differential equations
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cites work: Stochastic differential equations. An introduction with applications.
cites work: Q5436616
cites work: Martingale representation theorem for the \(G\)-expectation
cites work: Martingale characterization of \(G\)-Brownian motion
DOI: 10.3934/DCDSB.2015.20.281
description: scientific article; zbMATH DE number 6377837