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 ...
Journal of Applied Probability, Vol. 30, No. 4 (Dec., 1993), pp. 819-834 (16 pages) Brownian flow systems, i.e. multidimensional Brownian motion with regulating barriers, can model queueing and ...
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