Back to Search
Start Over
Temporal Regularity of Stochastic Differential Equations Driven by G-Brownian Motion.
- Source :
- Statistics, Optimization & Information Computing; Jul2024, Vol. 12 Issue 4, p1173-1183, 11p
- Publication Year :
- 2024
-
Abstract
- This paper is devoted to studying the temporal regularity of the solutions of stochastic differential equations driven by G-Brownian motion (G-SDEs) under global Lipschitz and linear growth conditions. In addition, a numerical simulation of a particular G-SDE is provided [ABSTRACT FROM AUTHOR]
- Subjects :
- DIFFERENTIAL equations
COMPUTER simulation
Subjects
Details
- Language :
- English
- ISSN :
- 2311004X
- Volume :
- 12
- Issue :
- 4
- Database :
- Complementary Index
- Journal :
- Statistics, Optimization & Information Computing
- Publication Type :
- Academic Journal
- Accession number :
- 179217848
- Full Text :
- https://doi.org/10.19139/soic-2310-5070-1898