Properties of hitting times for \(G\)-martingales and their applications (Q555022): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/j.spa.2011.04.007 / rank | |||
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| Property / OpenAlex ID: W2010298677 / rank | |||
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| Property / cites work: Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths / rank | |||
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| Property / cites work: Q5436616 / rank | |||
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| Property / cites work: Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation / rank | |||
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| Property / cites work: Martingale representation theorem for the \(G\)-expectation / rank | |||
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Latest revision as of 07:28, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of hitting times for \(G\)-martingales and their applications |
scientific article |
Statements
Properties of hitting times for \(G\)-martingales and their applications (English)
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22 July 2011
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\(G\)-martingale
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stopping time
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stopped process
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