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Successive Approximation of SFDEs with Finite Delay Driven by G-Brownian Motion
Joint Authors
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-12-28
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
We consider the stochastic functional differential equations with finite delay driven by G-Brownian motion.
Under the global Carathéodory conditions we prove the existence and uniqueness, and as an application, we price the European call option when the underlying asset's price follows such an equation.
American Psychological Association (APA)
Yan, Litan& Zhang, Qinghua. 2013. Successive Approximation of SFDEs with Finite Delay Driven by G-Brownian Motion. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-9.
https://search.emarefa.net/detail/BIM-487102
Modern Language Association (MLA)
Yan, Litan& Zhang, Qinghua. Successive Approximation of SFDEs with Finite Delay Driven by G-Brownian Motion. Abstract and Applied Analysis No. 2013 (2013), pp.1-9.
https://search.emarefa.net/detail/BIM-487102
American Medical Association (AMA)
Yan, Litan& Zhang, Qinghua. Successive Approximation of SFDEs with Finite Delay Driven by G-Brownian Motion. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-9.
https://search.emarefa.net/detail/BIM-487102
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-487102