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Invariant and ergodic nonlinear expectations for \(G\)-diffusion processes - MaRDI portal

Invariant and ergodic nonlinear expectations for \(G\)-diffusion processes (Q2517256)

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Invariant and ergodic nonlinear expectations for \(G\)-diffusion processes
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    Invariant and ergodic nonlinear expectations for \(G\)-diffusion processes (English)
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    17 August 2015
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    \(G\)-diffusion processes
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    invariant expectation
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    ergodic expectation
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    stochastic differential equations
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    \(G\)-Brownian motion
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