On the strong Markov property for stochastic differential equations driven by G-Brownian motion

Hu, MS; Ji, XJ; Liu, GM

Liu, GM (corresponding author), Fudan Univ, Sch Math Sci, Shanghai, Peoples R China.

STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021; 131 (): 417

Abstract

The objective of this paper is to study the strong Markov property for the stochastic differential equations driven by G-Brownian motion (G-SDEs for s......

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