Independence under the \(G\)-expectation framework (Q471533): Difference between revisions
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Property / Mathematics Subject Classification ID: 60E05 / rank | |||
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Property / Mathematics Subject Classification ID: 60H05 / rank | |||
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Property / zbMATH DE Number: 6369906 / rank | |||
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sublinear expectation | |||
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maximal distribution | |||
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\(G\)-expectation | |||
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\(G\)-Brownian motion | |||
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Revision as of 16:46, 30 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Independence under the \(G\)-expectation framework |
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Independence under the \(G\)-expectation framework (English)
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17 November 2014
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sublinear expectation
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maximal distribution
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\(G\)-expectation
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\(G\)-Brownian motion
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