Multiple \(G\)-Itō integral in \(G\)-expectation space (Q373435): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:06, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multiple \(G\)-Itō integral in \(G\)-expectation space |
scientific article |
Statements
Multiple \(G\)-Itō integral in \(G\)-expectation space (English)
0 references
22 October 2013
0 references
sublinear expectation
0 references
\(G\)-Brownian motion
0 references
Itō integral
0 references
Hermite polynomial
0 references