On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion

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DOI10.1007/s10255-008-8831-1zbMath1190.60043arXiv0904.4519OpenAlexW2106429103MaRDI QIDQ1036931

Shige Peng, Ming Shang Hu

Publication date: 13 November 2009

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.4519

zbMATH Keywords

\(G\)-Brownian motion \(G\)-normal distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sampling theory, sample surveys (62D05) Probability distributions: general theory (60E05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) General considerations in statistical decision theory (62C05)

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