Multiple \(G\)-Itō integral in \(G\)-expectation space (Q373435): Difference between revisions

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Multiple \(G\)-Itō integral in \(G\)-expectation space
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    Multiple \(G\)-Itō integral in \(G\)-expectation space (English)
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    22 October 2013
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    sublinear expectation
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    \(G\)-Brownian motion
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    Itō integral
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    Hermite polynomial
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