Kunita-Watanabe inequalities and Tanaka formula for multi-dimensional G-Brownian motion (Q628946)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kunita-Watanabe inequalities and Tanaka formula for multi-dimensional G-Brownian motion |
scientific article |
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Kunita-Watanabe inequalities and Tanaka formula for multi-dimensional G-Brownian motion (English)
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8 March 2011
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mutual variation process
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Tanaka formula
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Kunita-Watanabe inequalities
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G-Brownian motion
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