Multiple \(G\)-Itō integral in \(G\)-expectation space (Q373435): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H05 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6217757 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
sublinear expectation | |||
| Property / zbMATH Keywords: sublinear expectation / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
\(G\)-Brownian motion | |||
| Property / zbMATH Keywords: \(G\)-Brownian motion / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Itō integral | |||
| Property / zbMATH Keywords: Itō integral / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Hermite polynomial | |||
| Property / zbMATH Keywords: Hermite polynomial / rank | |||
Normal rank | |||
Revision as of 10:00, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple \(G\)-Itō integral in \(G\)-expectation space |
scientific article |
Statements
Multiple \(G\)-Itō integral in \(G\)-expectation space (English)
0 references
22 October 2013
0 references
sublinear expectation
0 references
\(G\)-Brownian motion
0 references
Itō integral
0 references
Hermite polynomial
0 references
