Estimates for the difference between approximate and exact solutions to stochastic differential equations in the G-framework
This article investigates the Euler-Maruyama approximation procedure for stochastic differential equations in the framework of G-Browinian motion with non-linear growth and non-Lipschitz conditions. The results are derived by using the Burkholder-Davis-Gundy (in short BDG), Hölder's, Doobs mart...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2019-12-01
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| Series: | Journal of Taibah University for Science |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/16583655.2018.1519884 |