Nonlocal stochastic differential equations with time‐varying delay driven by G ‐Brownian motion
Author:
Affiliation:
1. School of MathematicsSoutheast University Nanjing 211189 China
2. Research Center for Complex Systems and Network SciencesSoutheast University Nanjing 211189 China
Funder
Jinde Cao
Publisher
Wiley
Subject
General Engineering,General Mathematics
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/mma.5912
Reference24 articles.
1. Stochastic Differential Equations with Nonlocal Sample Dependence
2. Existence results and the moment estimate for nonlocal stochastic differential equations with time-varying delay
3. A class of stochastic differential equations with expectations in the coefficients
4. On a Class of Nonlocal Stochastic Functional Differential Equations with Infinite Delay
5. PengS.G‐Brownian motion and dynamic risk measure under volatility uncertainty. arXiv:math.PR/0711.2834v1;19 Nov 2007.
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