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Dirichlet Forms for Poisson Measures and Lévy Processes: The Lent Particle Method Read chapter Read first chapter

2011 | OriginalPaper | Chapter

Approximation Theorem for Stochastic Differential Equations Driven by G-Brownian Motion

Authors : Fuqing Gao, Hui Jiang

Published in: Stochastic Analysis with Financial Applications

Publisher: Springer Basel

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We present an approximation theorem for stochastic differential equations driven by G-Brownian motion, i.e., solutions of stochastic differential equations driven by G-Brownian motion can be approximated by solutions of ordinary differential equations.

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previous chapter On the Estimate for Commutators in DiPerna–Lions Theory
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Metadata
Title
Approximation Theorem for Stochastic Differential Equations Driven by G-Brownian Motion
Authors
Fuqing Gao
Hui Jiang
Copyright Year
2011
Publisher
Springer Basel
Book
Stochastic Analysis with Financial Applications

Print ISBN: 978-3-0348-0096-9

Electronic ISBN: 978-3-0348-0097-6

Copyright Year: 2011

DOI
https://doi.org/10.1007/978-3-0348-0097-6_6