The support of the solution for stochastic differential equations driven by G-Brownian motion

The support of the solution for stochastic differential equations driven by G-Brownian motion
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DOI:
10.1007/s10114-012-0726-7
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发表时间:
2012-07
期刊:
Acta Mathematica Sinica, English Series
影响因子:
--
通讯作者:
F. Gao;M. Xu
F. Gao;M. Xu
中科院分区:
其他
文献类型:
--
作者:
F. Gao;M. Xu

文献摘要

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利用线性插值逼近方法,得到了由G-布朗运动驱动的随机微分方程解的支撑的一个刻画。[出版物摘要]
By a linear interpolation approximation method, we obtain a characterization of The support of the solution for stochastic differential equations driven by G-Brownian motion.[PUBLICATION ABSTRACT]