Girsanov's formula for \(G\)-Brownian motion

From MaRDI portal
Publication:1939341

DOI10.1016/j.spa.2012.12.009zbMath1293.60081arXiv1106.2387OpenAlexW2084082076MaRDI QIDQ1939341

Emi Osuka

Publication date: 4 March 2013

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.2387




Related Items (15)




This page was built for publication: Girsanov's formula for \(G\)-Brownian motion