Supermartingale decomposition theorem under \(G\)-expectation (Q1663870): Difference between revisions

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Latest revision as of 10:48, 30 July 2024

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Supermartingale decomposition theorem under \(G\)-expectation
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    Supermartingale decomposition theorem under \(G\)-expectation (English)
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    24 August 2018
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    \(G\)-expectation
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    \(\hat{\mathbb{E}}^{g}\)-supermartingale
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    \(\hat{\mathbb{E}}^{g}\)-supermartingale decomposition theorem
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