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

  • Amel Redjil 000 000 000
  • Zineb Arab
  • Hanane Ben Gherbal
  • Zakaria Boumezbeur

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, 12(4), 1173-1183. https://doi.org/10.19139/soic-2310-5070-1898
Section
Research Articles