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Pathwise convergence under Knightian uncertainty

Akhtari, B

Akhtari, B (通讯作者),Shahid Beheshti Univ, Fac Math Sci, Dept Actuarial Sci, Tehran, Iran.

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2023; 518 (1):

Abstract

In this note, we will obtain the first quasi-surely convergence rate of approximation of stochastic differential equations driven by G-Brownian motion......

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