Temporal regularity of stochastic differential equations driven by G-Brownian motion
Abstract
This paper is devoted to study the temporal regularity of the solution of stochastic differential equations driven by G-Brownian motion (G-SDEs) under the global Lipschitz and linear growth conditions. In addition, a numerical simulation of a particular G-SDE is provided.
Published
2024-03-12
How to Cite
Redjil, A., Arab, Z., Ben Gherbal, H., & Boumezbeur, Z. (2024). Temporal regularity of stochastic differential equations driven by G-Brownian motion. Statistics, Optimization & Information Computing. https://doi.org/10.19139/soic-2310-5070-1898
Issue
Section
Research Articles
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