A deviation inequality for increment of a \(G\)-Brownian motion under \(G\)-expectation and applications (Q6110094)
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scientific article; zbMATH DE number 7707308
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A deviation inequality for increment of a \(G\)-Brownian motion under \(G\)-expectation and applications |
scientific article; zbMATH DE number 7707308 |
Statements
A deviation inequality for increment of a \(G\)-Brownian motion under \(G\)-expectation and applications (English)
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4 July 2023
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large deviation
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\(G\)-Brownian motion
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under \(G\)-expectation
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modulus of continuity
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