Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion. Issue 12 (10th September 2018)
- Record Type:
- Journal Article
- Title:
- Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion. Issue 12 (10th September 2018)
- Main Title:
- Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion
- Authors:
- Wei, Wei
Zhang, Miao
Luo, Peng - Abstract:
- Abstract: In this paper, we give four results of asymptotic estimates for the solution of stochastic differential equations driven by G-Brownian motion, which have different convergence rates under different assumptions. One of them can be considered as a Law of the Iterated Logarithm of the solution of G-SDEs under nonlinear conditions.
- Is Part Of:
- Applicable analysis. Volume 97:Issue 12(2018)
- Journal:
- Applicable analysis
- Issue:
- Volume 97:Issue 12(2018)
- Issue Display:
- Volume 97, Issue 12 (2018)
- Year:
- 2018
- Volume:
- 97
- Issue:
- 12
- Issue Sort Value:
- 2018-0097-0012-0000
- Page Start:
- 2025
- Page End:
- 2036
- Publication Date:
- 2018-09-10
- Subjects:
- Nonlinear expectation -- G-Brownian motion -- stochastic differential equations -- law of the iterated logarithm
65C30
Mathematical analysis -- Periodicals
515 - Journal URLs:
- http://www.tandfonline.com/toc/gapa20/current ↗
http://www.tandfonline.com/ ↗ - DOI:
- 10.1080/00036811.2017.1350848 ↗
- Languages:
- English
- ISSNs:
- 0003-6811
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 1570.450000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 14527.xml