General martingale characterization of \(G\)-Brownian motion (Q5746992)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: General martingale characterization of G-Brownian motion |
scientific article; zbMATH DE number 6256870
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | General martingale characterization of \(G\)-Brownian motion |
scientific article; zbMATH DE number 6256870 |
Statements
General Martingale Characterization of<i>G</i>-Brownian Motion (English)
0 references
11 February 2014
0 references
\(G\)-Brownian motion
0 references
\(G\)-expectation
0 references
\(G\)-martingales
0 references
martingale characterization
0 references
0 references
0 references
0.8559749722480774
0 references
0.8412888646125793
0 references
0.7936930060386658
0 references
0.7904241681098938
0 references
0.7892104983329773
0 references
