On Lagrange interpolation to |x|α(1<α<2) with equally spaced nodes

A Note on the Carathéodory Approximation Scheme for Stochastic Differential Equations under G-Brownian Motion

“…Suppose that the respective Lipschitz and linear growth conditions (4) and (5) hold. Also assume that X(t) is the unique solution of the G-SDE (2).…”

“…Later this was extended by Bell and Mohammad to stochastic differential equations [2] and then by Mao [3,4]. Generally, the solutions of stochastic differential equations (SDEs) do not have explicit expressions except the linear SDEs.…”