A note on the G-Itô formula and a comment on ``Averaging principle for SDEs of neutral type driven by \(G\)-Brownian motion''
type: Item
instance of: scholarly article
title: A note on the G-Itô formula and a comment on ``Averaging principle for SDEs of neutral type driven by \(G\)-Brownian motion''
author: Puchen Liu
author: Yunlong Zhu
author: Haitao Liu
published in: Stochastics and Dynamics
publication date: 2024-09-18T00:00:00Z
Mathematics Subject Classification ID: 34K50
Mathematics Subject Classification ID: 34K33
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 34K40
zbMATH DE Number: 7915144
zbMATH Keywords: G-Brownian motion
zbMATH Keywords: differential form
zbMATH Keywords: G-Itô formula
zbMATH Keywords: multiplication rules
MaRDI profile type: Publication
cites work: Q5436616
cites work: Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
cites work: Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
cites work: Nonlinear Expectations and Stochastic Calculus under Uncertainty
cites work: Averaging principle for SDEs of neutral type driven by G-Brownian motion
cites work: Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion
cites work: Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
cites work: Stabilization of stochastic differential equations driven by \(G\)-Brownian motion with feedback control based on discrete-time state observation
cites work: Improved Results on Stabilization of $G$-SDEs by Feedback Control Based on Discrete-Time Observations
DOI: 10.1142/S0219493724500217
description: scientific article; zbMATH DE number 7915144