Numerical simulations for G-Brownian motion
- ISSN号:0254-9409
- 期刊名称:《计算数学:英文版》
- 时间:0
- 分类:T[一般工业技术]
- 作者机构:School of Mathematics & Finance Institute, Shandong University, Jinan 250100, China
- 相关基金:Acknowledgements The authors would like to thank the referees for their valuable comments, which improved the paper a lot. This work was partially supported by the National Natural Science Foundations of China (Grant Nos. 11171189, 11571206).
中文摘要:
Corresponding author: Weidong ZHAO, E-mail: wdzhao@sdu.edu.cn