Lévy's martingale characterization and reflection principle of \(G\)-Brownian motion (Q2325965)
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scientific article; zbMATH DE number 7113620
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| English | Lévy's martingale characterization and reflection principle of \(G\)-Brownian motion |
scientific article; zbMATH DE number 7113620 |
Statements
Lévy's martingale characterization and reflection principle of \(G\)-Brownian motion (English)
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4 October 2019
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\(G\)-expectation
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\(G\)-Brownian motion
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martingale characterization
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reflection principle
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0.8198167085647583
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0.8116248846054077
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0.7892104983329773
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0.7764884233474731
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