most citedOn the strong Markov property for stochastic differential equations driven by -Brownian motion

5 citations · 5 across the 1 of their papers we have counts for

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2 papers

math.PR2018

Spatial and Temporal white noises under sublinear G-expectation

Ji-Xiao Jun, Shi-Ge Peng

In the framework of sublinear expectation, we have introduced a new type of G-Gaussian random fields, which contain a type of spatial white noise as a special case. Based on this r…

math.PR2017★ 5 cited

On the strong Markov property for stochastic differential equations driven by -Brownian motion

Mingshang Hu, Xiaojun Ji, Guomin Liu

In this paper we study the stochastic differential equations driven by -Brownian motion (-SDEs for short). We extend the notion of conditional -expectation from determinis…