Stochastic differential equations driven by G-Brownian motion and ordinary differential equations
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DOI: 10.1016/j.spa.2014.07.004
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References listed on IDEAS
- Gao, Fuqing, 2009. "Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 119(10), pages 3356-3382, October.
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Cited by:
- Hu, Mingshang & Ji, Xiaojun & Liu, Guomin, 2021. "On the strong Markov property for stochastic differential equations driven by G-Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 131(C), pages 417-453.
- Yang, Fen-Fen & Yuan, Chenggui, 2022. "Comparison theorem for neutral stochastic functional differential equations driven by G-Brownian motion," Statistics & Probability Letters, Elsevier, vol. 184(C).
- Luo, Peng & Wang, Falei, 2015. "On the comparison theorem for multi-dimensional G-SDEs," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 38-44.
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Keywords
G-Brownian motion; G-Itô’s formula; G-SDE; Comparison theorem;All these keywords.
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