Abstract
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-Itô 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-Itô Formula in the sublinear expectation theory. Hence, we provide a differential form of the G-Itô formula with a calculation table and the correct computation on the solution related to Theorem 4.1 of the commented paper.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
