scientific article; zbMATH DE number 5227636
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Publication:5436616
zbMath1131.60057arXivmath/0601035MaRDI QIDQ5436616
Publication date: 17 January 2008
Full work available at URL: https://arxiv.org/abs/math/0601035
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nonlinear expectationBSDE\(G\)-normal distributionSDEquadratic variation processItô's stochastic calculusnonlinear probability theory
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear parabolic equations (35K55) Brownian motion (60J65) Stochastic integrals (60H05) Continuity and singularity of induced measures (60G30)
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