Supermartingale decomposition theorem under \(G\)-expectation (Q1663870)
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English | Supermartingale decomposition theorem under \(G\)-expectation |
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Supermartingale decomposition theorem under \(G\)-expectation (English)
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24 August 2018
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\(G\)-expectation
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\(\hat{\mathbb{E}}^{g}\)-supermartingale
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\(\hat{\mathbb{E}}^{g}\)-supermartingale decomposition theorem
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