Invariant and ergodic nonlinear expectations for \(G\)-diffusion processes (Q2517256)
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scientific article; zbMATH DE number 6473029
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| English | Invariant and ergodic nonlinear expectations for \(G\)-diffusion processes |
scientific article; zbMATH DE number 6473029 |
Statements
Invariant and ergodic nonlinear expectations for \(G\)-diffusion processes (English)
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17 August 2015
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\(G\)-diffusion processes
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invariant expectation
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ergodic expectation
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stochastic differential equations
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\(G\)-Brownian motion
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0.7947551608085632
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0.7857625484466553
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0.771760106086731
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0.7589410543441772
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0.7513724565505981
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