Integration with respect to the \(G\)-Brownian local time (Q482726)
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scientific article; zbMATH DE number 6383550
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Integration with respect to the \(G\)-Brownian local time |
scientific article; zbMATH DE number 6383550 |
Statements
Integration with respect to the \(G\)-Brownian local time (English)
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6 January 2015
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\(G\)-Brownian motion
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local times
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Young integration
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quadratic covariation
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nonlinear expectation
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0.8454117178916931
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0.8445945382118225
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0.8435841202735901
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0.8417986631393433
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0.835076093673706
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