Temporal regularity of stochastic differential equations driven by G-Brownian motion

Authors

  • Amel Redjil
  • Zineb Arab
  • Hanane Ben Gherbal
  • Zakaria Boumezbeur

DOI:

https://doi.org/10.19139/soic-2310-5070-1898

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.

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Published

2024-03-12

Issue

Vol. 12 No. 4 (2024)

Section

Research Articles

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How to Cite

Temporal regularity of stochastic differential equations driven by G-Brownian motion. (2024). Statistics, Optimization & Information Computing, 12(4), 1173-1183. https://doi.org/10.19139/soic-2310-5070-1898