A note on the G-Itô Formula and a comment on "Averaging Principle for SDEs of Neutral Type Driven by G-Brownian Motion"

被引：0
|
作者：
Liu, Puchen [1 ]
Zhu, Yunlong [1 ]
Liu, Haitao [2 ]
机构：
[1] Shanghai Polytech Univ, Dept Stat, Shanghai 201209, Peoples R China
[2] Linyi Univ, Off Informat, Linyi 276002, Shandong, Peoples R China
来源：
STOCHASTICS AND DYNAMICS | 2024年 / 24卷 / 03期
关键词：
G-Brownian motion; differential form; G-It & ocirc; formula; multiplication rules; DIFFERENTIAL-EQUATIONS DRIVEN; NEURAL-NETWORKS DRIVEN; STOCHASTIC CALCULUS; STABILIZATION; STABILITY;
D O I：
10.1142/S0219493724500217
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This is a comment on the paper Stoch. Dyn. 19(1) (2019) 1950004, doi:10.1142/S0219493719500047) titled "Averaging Principle for SDEs of Neutral Type Driven by G-Brownian Motion", preceded by a note on the G-It & ocirc; formula. In the commented paper, the authors provided a wrong result and incorrect computations in their Theorem 4.1 and Appendix B, which probably result from the misapplication of the G-It & ocirc; Formula in the sublinear expectation theory. Hence, we provide a differential form of the G-It & ocirc; formula with a calculation table and the correct computation on the solution related to Theorem 4.1 of the commented paper.
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页数：5
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