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Multiple \(G\)-Itō integral in \(G\)-expectation space - MaRDI portal

Multiple \(G\)-Itō integral in \(G\)-expectation space (Q373435)

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Multiple \(G\)-Itō integral in \(G\)-expectation space
scientific article

    Statements

    title
    Multiple \(G\)-Itō integral in \(G\)-expectation space (English)
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    author
    Panyu Wu
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    publication date
    22 October 2013
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    zbMATH Keywords
    sublinear expectation
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    \(G\)-Brownian motion
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    Itō integral
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    Hermite polynomial
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    Identifiers

    zbMATH DE Number
    6217757
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    OpenAlex ID
    W3104576979
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    arXiv ID
    1012.0368
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