Multiple \(G\)-Itō integral in \(G\)-expectation space (Q373435)
From MaRDI portal
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
0 references
0 references
