On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion (Q1036931): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion |
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On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion (English)
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13 November 2009
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The authors consider \(G\)-normally distributed random variables and a \(G\)-Brownian motion. The simple proof of existence of a weakly compact family of probability measures representing \(G\)-expectation is given.
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\(G\)-normal distribution
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\(G\)-Brownian motion
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