Cargando…
On the pth moment estimates of solutions to stochastic functional differential equations in the G-framework
The aim of the current paper is to present the path-wise and moment estimates for solutions to stochastic functional differential equations with non-linear growth condition in the framework of G-expectation and G-Brownian motion. Under the nonlinear growth condition, the pth moment estimates for sol...
Autor principal: | Faizullah, Faiz |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer International Publishing
2016
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4920811/ https://www.ncbi.nlm.nih.gov/pubmed/27386321 http://dx.doi.org/10.1186/s40064-016-2388-x |
Ejemplares similares
-
Numerical Solution of Stochastic Differential Equations
por: Klöden, Peter E, et al.
Publicado: (1992) -
Numerical solution of stochastic differential equations
por: Kloeden, Peter E, et al.
Publicado: (1992) -
Parameter estimation in stochastic differential equations
por: Bishwal, Jaya P N
Publicado: (2008) -
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
por: Platen, Eckhard, et al.
Publicado: (2010) -
Asymptotic analysis of unstable solutions of stochastic differential equations
por: Kulinich, Grigorij, et al.
Publicado: (2020)