Stat., optim. inf. comput.
 2024
DOI: 10.19139/soic-2310-5070-1898
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Temporal regularity of stochastic differential equations driven by G-Brownian motion

Amel Redjil,
Zineb Arab,
Hanane Ben Gherbal
et al.

Abstract: This paper is devoted to study the temporal regularity of the solution of stochastic differential equations driven by G-Brownian motion (G-SDEs) under the global Lipschitz and linear growth conditions. In addition, a numerical simulation of a particular G-SDE is provided.

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