Girsanov theorem for \(G\)-Brownian motion: the degenerate case (Q2224951)
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: Girsanov theorem for G-Brownian motion: the degenerate case |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Girsanov theorem for \(G\)-Brownian motion: the degenerate case |
scientific article |
Statements
Girsanov theorem for \(G\)-Brownian motion: the degenerate case (English)
0 references
4 February 2021
0 references
\(G\)-expectation
0 references
\(G\)-Brownian motion
0 references
Girsanov theorem
0 references
0 references
0 references
0 references
0.8154011368751526
0 references
0.7912936210632324
0 references
0.78775954246521
0 references
0.7718140482902527
0 references
