Hilbert transform of G-Brownian local time (Q2930237): Difference between revisions
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Latest revision as of 11:00, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hilbert transform of G-Brownian local time |
scientific article |
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Hilbert transform of G-Brownian local time (English)
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18 November 2014
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\(G\)-Brownian motion
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sublinear expectation
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local time
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Itō formula
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Cauchy's principal value
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