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Hilbert transform of G-Brownian local time - MaRDI portal

Hilbert transform of G-Brownian local time (Q2930237)

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Hilbert transform of G-Brownian local time
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    title
    Hilbert transform of G-Brownian local time (English)
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    author
    Litan Yan
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    Bo Gao
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    Qing-Hua Zhang
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    publication date
    18 November 2014
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    zbMATH DE Number
    6370583
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    zbMATH Keywords
    \(G\)-Brownian motion
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    sublinear expectation
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    local time
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    Itō formula
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    Cauchy's principal value
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    OpenAlex ID
    W2091618491
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