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- W2048455442 abstract "In this paper, we show that the integration of a stochastic differential equation driven by G-Brownian motion (G-SDE for short) in R can be reduced to the integration of an ordinary differential equation (ODE for short) parameterized by a variable in (Ω,F). By this result, we obtain a comparison theorem forG-SDEs and its applications." @default.
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- W2048455442 date "2014-11-01" @default.
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- W2048455442 title "Stochastic differential equations driven by <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML altimg=si1.gif display=inline overflow=scroll><mml:mi>G</mml:mi></mml:math>-Brownian motion and ordinary differential equations" @default.
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- W2048455442 doi "https://doi.org/10.1016/j.spa.2014.07.004" @default.
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