Quasi-continuous random variables and processes under the \(G\)-expectation framework

DOI10.1016/j.spa.2016.02.003zbMath1343.60037arXiv1410.3207OpenAlexW2291247895MaRDI QIDQ288838

Guoqiang Zheng, Falei Wang, Ming Shang Hu

Publication date: 27 May 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.3207

zbMATH Keywords

\(G\)-Brownian motion\(G\)-expectation\(G\)-integrable processes\(G\)-stochastic analysisKrylov's estimatesquasi-continuous random variables

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) General theory of stochastic processes (60G07) Stochastic integrals (60H05)

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Cites Work

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