Martingale characterization of \(G\)-Brownian motion
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Publication:1001847
DOI10.1016/j.spa.2008.02.001zbMath1168.60024OpenAlexW2043354787MaRDI QIDQ1001847
Publication date: 19 February 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2008.02.001
martingale representation property\(G\)-Brownian motionLévy characterization of Brownian motionmartingale characterization of Brownian motion
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)
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