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- Publisher
- Springer Basel
- Copyright
- © Springer Basel AG 2011
- ISBN
- 978-3-0348-0096-9
- Pages
- 73 –81
- DOI
- 10.1007/978-3-0348-0097-6_6
- Publisher site
- See Chapter on Publisher Site
Abstract
[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.]
Published: Jul 12, 2011
Keywords: G-Brownian motion; G-expectation; stochastic differential equations; approximation theorem