g-Expectation for Conformable Backward Stochastic Differential Equations.

Mei Luo Michal Feckan Jin-Rong Wang Donal O'Regan

Published in: Axioms (2022)

Keyphrases

stochastic differential equations
maximum a posteriori estimation
brownian motion
fractional brownian motion
additive gaussian noise
non stationary
long range
multiscale
stochastic process
differential equations
noise level
optimal control