Differentiability of G-neutral stochastic differential equations with respect to parameter
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DOI: 10.1515/rose-2024-2005
Abstract: Abstract In this paper, we study the differentiability of solutions of neutral stochastic differential equations driven by G-Brownian motion with respect to parameter. Under suitable assumptions, we show that solutions are differentiable with respect to… read more here.
Keywords: differential equations; differentiability neutral; respect parameter; stochastic differential ... See more keywords