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Latest revision as of 20:26, 12 July 2024

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Numerical simulations for \(G\)-Brownian motion
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    Numerical simulations for \(G\)-Brownian motion (English)
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    2 November 2016
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    nonlinear expectation
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    \(G\)-Brownian motion
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    \(G\)-normal distribution
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    Hamilton-Jacobi-Bellman (HJB) equation
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