Stochastic differential equations driven by G-Brownian motion with reflecting boundary conditions

Electronic Journal of Probability

Volumn 18, Issue , 2013, Pages

  Lin, Yiqing ^a  

^a UNIVERSITÉ DE RENNES 1   (France)

Author keywords

G Brownian motion; G expectation; G It 's formula; G stochastic differential equations; Increasing processes; Reflecting boundary conditions

Indexed keywords

EID: 84873324583     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v18-2566     Document Type: Article

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