1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.PR2014
Invariant and ergodic measures for G-diffusion processes
Mingshang Hu, Hanwu Li, Falei Wang +1
In this paper we study the problems of invariant and ergodic measures under G-expectation framework. In particular, the stochastic differential equations driven by G-Brownian motio…
math.PR2014★ 1 cited
Some sample path properties of G-Brownian motion
Falei Wang, Guoqiang Zheng
In this paper, we shall study the basic absolute properties of -Brownian motion, i.e., those properties which hold for q.s. . These include the characterization of the zero s…