Martingale representation theorem for \(G\)-Brownian motion (Q5742382)
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scientific article; zbMATH DE number 7054374
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Martingale representation theorem for \(G\)-Brownian motion |
scientific article; zbMATH DE number 7054374 |
Statements
Martingale representation theorem for G-Brownian motion (English)
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14 May 2019
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\(G\)-expectation
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\(G\)-Brownian motion
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multiple \(G\)-Itô integral
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0.8375396132469177
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0.802880048751831
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0.7989745736122131
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0.7982177138328552
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0.7931728363037109
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