Multiple \(G\)-Itō integral in \(G\)-expectation space (Q373435): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
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@@ Property / zbMATH DE Number @@
+6217757
@@ Property / zbMATH DE Number: 6217757 / rank @@
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@@ Property / zbMATH Keywords @@
+sublinear expectation
@@ Property / zbMATH Keywords: sublinear expectation / rank @@
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@@ Property / zbMATH Keywords @@
+\(G\)-Brownian motion
@@ Property / zbMATH Keywords: \(G\)-Brownian motion / rank @@
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@@ Property / zbMATH Keywords @@
+Itō integral
@@ Property / zbMATH Keywords: Itō integral / rank @@
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@@ Property / zbMATH Keywords @@
+Hermite polynomial
@@ Property / zbMATH Keywords: Hermite polynomial / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W3104576979
@@ Property / OpenAlex ID: W3104576979 / rank @@
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@@ Property / arXiv ID @@
+.0368
@@ Property / arXiv ID: 1012.0368 / rank @@
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@@ Property / cites work @@
+The multi-dimensional super-replication problem under gamma constraints
+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 @@
+The multiple stochastic integral
@@ Property / cites work: The multiple stochastic integral / rank @@
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@@ Property / cites work @@
+On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Multiple Wiener integral
@@ Property / cites work: Multiple Wiener integral / rank @@
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@@ Property / cites work @@
+Stopping times and related Itô's calculus with \(G\)-Brownian motion
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@@ Property / cites work @@
+Q5436616
@@ Property / cites work: Q5436616 / rank @@
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@@ Property / cites work @@
+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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@@ Property / cites work @@
+Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
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@@ Property / cites work @@
+Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions
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@@ Property / cites work @@
+Martingale representation theorem for the \(G\)-expectation
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@@ Property / cites work @@
+The Homogeneous Chaos
@@ Property / cites work: The Homogeneous Chaos / rank @@
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@@ Property / cites work @@
+A Girsanov Type Theorem Under G-Framework
@@ Property / cites work: A Girsanov Type Theorem Under G-Framework / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:373435