Pathwise construction of stochastic integrals (Q428755)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise construction of stochastic integrals |
scientific article |
Statements
Pathwise construction of stochastic integrals (English)
0 references
22 June 2012
0 references
pathwise stochastic integral
0 references
aggregation
0 references
non-dominated model
0 references
second order BSDE
0 references
G-expectation
0 references
medial limit
0 references
