Rough path analysis for local time of G-Brownian motion
Author:
Affiliation:
1. Department of Mathematics, College of Science, Donghua University, Shanghai, People's Republic of China
Funder
National Natural Science Foundation of China
Innovation Program of Shanghai Municipal Education Commission
Publisher
Informa UK Limited
Subject
Applied Mathematics,Analysis
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036811.2018.1514112
Reference20 articles.
1. Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths
2. Stopping times and related Itô’s calculus with G-Brownian motion
3. $G$-expectation weighted Sobolev spaces, backward SDE and path dependent PDE
4. Quasi-continuous random variables and processes under the G-expectation framework
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1. Mean-field backward stochastic differential equations driven by G-Brownian motion with uniformly continuous coefficients;Applicable Analysis;2021-01-27
2. Existence and exponential stability of almost pseudo automorphic solution for neutral stochastic evolution equations driven by G-Brownian motion;Filomat;2020
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