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XLVI: 06, 125-193, LNM 2123 (2014)
GENG, Xi; QIAN, Zhongmin; YANG, Danyu
$G$-Brownian Motion as Rough Paths and Differential Equations Driven by $G$-Brownian Motion (Stochastic analysis)
This article studies stochastic differential equations driven by the $G$-Brownian motion in the context of rough paths theory
Keywords: rough path, $G$-Brownian motion
Nature: Original