Properties of hitting times for \(G\)-martingales and their applications (Q555022): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spa.2011.04.007 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2010298677 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5436616 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Martingale representation theorem for the \(G\)-expectation / rank | |||
Normal rank | |||
Latest revision as of 07:28, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of hitting times for \(G\)-martingales and their applications |
scientific article |
Statements
Properties of hitting times for \(G\)-martingales and their applications (English)
0 references
22 July 2011
0 references
\(G\)-martingale
0 references
stopping time
0 references
stopped process
0 references
0 references
0 references
