Hilbert transform of G-Brownian local time (Q2930237)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hilbert transform of G-Brownian local time |
scientific article |
Statements
Hilbert transform of G-Brownian local time (English)
0 references
18 November 2014
0 references
\(G\)-Brownian motion
0 references
sublinear expectation
0 references
local time
0 references
Itō formula
0 references
Cauchy's principal value
0 references
0 references
0 references
0 references
