Hilbert transform of G-Brownian local time (Q2930237): Difference between revisions

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Property / author: Qing-Hua Zhang / rank
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Property / author: Qing-Hua Zhang / rank
 
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Property / cites work: Regularity of the Cauchy principal value of the local times of some Lévy processes / rank
 
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Property / full work available at URL: https://doi.org/10.1142/s0219493714500063 / rank
 
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Latest revision as of 12:00, 30 July 2024

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Hilbert transform of G-Brownian local time
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    Hilbert transform of G-Brownian local time (English)
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    18 November 2014
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    \(G\)-Brownian motion
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    sublinear expectation
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    local time
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    Itō formula
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    Cauchy's principal value
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