The study of stochastic differential equations (SDEs) has long been a cornerstone in the modelling of complex systems affected by randomness. In recent years, the extension to G-Brownian motion has ...

This is a preview. Log in through your library . Abstract The quadratic variation of Brownian motion is used to give a new definition of a generalized Hessian for nonsmooth functions, totally ...

This is a preview. Log in through your library . Abstract We consider a stochastic process Y defined by an integral in quadratic mean of a deterministic function f with respect to a Gaussian process X ...

Classical Brownian motion theory was established over one hundred year ago, describing the stochastic collision behaviors between surrounding molecules. Recently, researchers from Technical Institute ...