Nonlinear Lévy processes and their characteristics (Q2826754)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear Lévy processes and their characteristics |
scientific article |
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Nonlinear Lévy processes and their characteristics (English)
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18 October 2016
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nonlinear Lévy process
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sublinear expectation
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partial integro-differential equation
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semimartingale characteristics
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Knightian uncertainty
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