Additivity of the g-expectation for affine-related random variables
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Publication:5453071
zbMATH Open1141.60345MaRDI QIDQ5453071FDOQ5453071
Publication date: 4 April 2008
Sums of independent random variables; random walks (60G50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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