Supermartingale decomposition theorem under \(G\)-expectation (Q1663870): Difference between revisions
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Revision as of 05:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Supermartingale decomposition theorem under \(G\)-expectation |
scientific article |
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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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