The modulus of continuity theorem for G-Brownian motion
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Publication:4976236
DOI10.1080/03610926.2015.1066816zbMath1369.60056OpenAlexW2342693620MaRDI QIDQ4976236
Publication date: 27 July 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1066816
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Generalizations of martingales (60G48)
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