Open AccessFunctional solution about stochastic differential equation driven by $G$-Brownian motion
Author(s) -
Defei Zhang,
Ping He
Publication year - 2014
Publication title -
discrete and continuous dynamical systems - b
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.864
H-Index - 53
eISSN - 1553-524X
pISSN - 1531-3492
DOI - 10.3934/dcdsb.2015.20.281
Subject(s) - brownian motion , geometric brownian motion , stochastic differential equation , diffusion process , mathematics , reflected brownian motion , brownian excursion , fractional brownian motion , martingale representation theorem , motion (physics) , mathematical analysis , classical mechanics , physics , computer science , statistics , knowledge management , innovation diffusion
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