Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
type: Item
instance of: scholarly article
title: Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
zbMATH Open document ID: 1176.60043
published in: Stochastic Processes and their Applications
publication date: 2009-10-13T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 5614619
zbMATH Keywords: \(G\)-Brownian motion
zbMATH Keywords: \(G\)-stochastic differential equation
zbMATH Keywords: BDG inequality
zbMATH Keywords: Itô's-formula
zbMATH Keywords: moment estimate
zbMATH Keywords: Hölder continuity
zbMATH Keywords: homeomorphic flow
author: Fuqing Gao
MaRDI profile type: Publication
full work available at URL: j.spa.2009.05.010
OpenAlex ID: W2016116013
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DOI: 10.1016/J.SPA.2009.05.010
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description: scientific article; zbMATH DE number 5614619