On the comparison theorem for multi-dimensional G-SDEs
Year of publication: |
2015
|
---|---|
Authors: | Luo, Peng ; Wang, Falei |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 96.2015, C, p. 38-44
|
Publisher: |
Elsevier |
Subject: | Viability property | G-stochastic differential equations | Comparison theorem |
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