Martingale representation theorem for G-Brownian motion (Q5742382)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Martingale representation theorem for G-Brownian motion |
scientific article; zbMATH DE number 7054374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale representation theorem for G-Brownian motion |
scientific article; zbMATH DE number 7054374 |
Statements
Martingale representation theorem for G-Brownian motion (English)
0 references
14 May 2019
0 references
\(G\)-expectation
0 references
\(G\)-Brownian motion
0 references
multiple \(G\)-Itô integral
0 references
0 references
