\(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type (Q5436616)
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scientific article; zbMATH DE number 5227636
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| English | \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type |
scientific article; zbMATH DE number 5227636 |
Statements
17 January 2008
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\(G\)-normal distribution
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BSDE
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SDE
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nonlinear probability theory
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nonlinear expectation
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Itô's stochastic calculus
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quadratic variation process
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0.9464909434318542
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0.9153480529785156
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0.851540744304657
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0.8489822745323181
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0.8475524187088013
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