Quasi-continuous random variables and processes under the \(G\)-expectation framework
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Publication:288838
DOI10.1016/j.spa.2016.02.003zbMath1343.60037arXiv1410.3207OpenAlexW2291247895MaRDI QIDQ288838
Guoqiang Zheng, Falei Wang, Ming Shang Hu
Publication date: 27 May 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.3207
\(G\)-Brownian motion\(G\)-expectation\(G\)-integrable processes\(G\)-stochastic analysisKrylov's estimatesquasi-continuous random variables
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) General theory of stochastic processes (60G07) Stochastic integrals (60H05)
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