Quasi-sure stochastic analysis through aggregation
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Publication:428554
DOI10.1214/EJP.v16-950zbMath1245.60062arXiv1003.4431MaRDI QIDQ428554
Nizar Touzi, Jianfeng Zhang, Halil Mete Soner
Publication date: 22 June 2012
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1003.4431
uncertain volatility model; non-dominated probability measures; quasi-sure stochastic analysis; weak solutions of SDEs
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
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