Differentiability of stochastic differential equations driven by the G -Brownian motion
Identifieur interne : 000950 ( Main/Exploration ); précédent : 000949; suivant : 000951Differentiability of stochastic differential equations driven by the G -Brownian motion
Auteurs : Qian Lin [Allemagne]Source :
- Science China Mathematics [ 1674-7283 ] ; 2013-05-01.
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Abstract
Abstract: In this paper, we study the differentiability of the solutions of stochastic differential equations driven by the G-Brownian motion with respect to the initial data and the parameter.
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DOI: 10.1007/s11425-012-4534-4
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