Properties of hitting times for \(G\)-martingales and their applications (Q555022): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G44
@@ Property / Mathematics Subject Classification ID: 60G44 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G48
@@ Property / Mathematics Subject Classification ID: 60G48 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5930910
@@ Property / zbMATH DE Number: 5930910 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+\(G\)-martingale
@@ Property / zbMATH Keywords: \(G\)-martingale / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stopping time
@@ Property / zbMATH Keywords: stopping time / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stopped process
@@ Property / zbMATH Keywords: stopped process / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2011.04.007
+Normal rank
@@ Property / OpenAlex ID @@
+W2010298677
@@ Property / OpenAlex ID: W2010298677 / rank @@
+Normal rank
@@ Property / cites work @@
+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
+Normal rank
@@ Property / cites work @@
+Q5436616
@@ Property / cites work: Q5436616 / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
+Normal rank
@@ Property / cites work @@
+Martingale representation theorem for the \(G\)-expectation
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:555022