Girsanov theorem for \(G\)-Brownian motion: the degenerate case (Q2224951)
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scientific article; zbMATH DE number 7306255
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| English | Girsanov theorem for \(G\)-Brownian motion: the degenerate case |
scientific article; zbMATH DE number 7306255 |
Statements
Girsanov theorem for \(G\)-Brownian motion: the degenerate case (English)
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4 February 2021
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\(G\)-expectation
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\(G\)-Brownian motion
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Girsanov theorem
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0.8154011368751526
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0.7912936210632324
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0.78775954246521
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0.7718140482902527
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