A complete representation theorem for \(G\)-martingales (Q2812014)
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: A complete representation theorem for G-martingales |
scientific article; zbMATH DE number 6591415
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A complete representation theorem for \(G\)-martingales |
scientific article; zbMATH DE number 6591415 |
Statements
A complete representation theorem for <i>G</i>-martingales (English)
0 references
10 June 2016
0 references
\(G\)-expectations
0 references
\(G\)-martingales
0 references
martingale representation theorem
0 references
nonlinear expectations
0 references
0 references
0 references
0 references
0 references
0.7925050258636475
0 references
0.7850292325019836
0 references
0.7693238258361816
0 references
0.7688972353935242
0 references
0.7361825704574585
0 references
