Pathwise construction of stochastic integrals (Q428755): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6049255
@@ Property / zbMATH DE Number: 6049255 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+pathwise stochastic integral
@@ Property / zbMATH Keywords: pathwise stochastic integral / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+aggregation
@@ Property / zbMATH Keywords: aggregation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+non-dominated model
@@ Property / zbMATH Keywords: non-dominated model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+second order BSDE
@@ Property / zbMATH Keywords: second order BSDE / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+G-expectation
@@ Property / zbMATH Keywords: G-expectation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+medial limit
@@ Property / zbMATH Keywords: medial limit / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.2981
@@ Property / arXiv ID: 1108.2981 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3102072412
@@ Property / OpenAlex ID: W3102072412 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:428755