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Abstract In this paper, we give four results of asymptotic estimates for the solution of stochastic differential equations driven by G-Brownian motion, which have different convergence rates under different assumptions.… Click to show full abstract
Abstract In this paper, we give four results of asymptotic estimates for the solution of stochastic differential equations driven by G-Brownian motion, which have different convergence rates under different assumptions. One of them can be considered as a Law of the Iterated Logarithm of the solution of G-SDEs under nonlinear conditions.
Keywords:
asymptotic estimates;
solution stochastic;
stochastic differential;
estimates solution;
equations driven;
differential equations
Journal Title: Applicable Analysis
Year Published: 2018
Link to full text (if available)
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Journal Title: Applicable Analysis
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!