Fecha:"03" |
Fecha:"2013" |
Repositorio: "Electronic journal of probability" |
Temas: "$G$-Brownian motion; $G$-expectation; increasing processes; $G$-It\^o's formula; $G$-stochastic differential equations; reflecting boundary conditions" |
$G$-Brownian motion; $G$-expectation; increasing processes; $G$-It\^o's formula; $G$-stochastic differential equations; reflecting boundary conditions | (1) |
60H10 | (1) |
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Stochastic differential equations driven by $G$-Brownian motion with reflecting boundary conditions Lin, Yiqing; Shandong University & Université de Rennes 1
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