Multiple \(G\)-Itō integral in \(G\)-expectation space (Q373435): Difference between revisions
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| Property / DOI: 10.1007/S11464-013-0288-8 / rank | |||
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Latest revision as of 15:39, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple \(G\)-Itō integral in \(G\)-expectation space |
scientific article |
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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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