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Quasi-sure stochastic analysis through aggregation - MaRDI portal

Quasi-sure stochastic analysis through aggregation (Q428554)

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scientific article; zbMATH DE number 6049123
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Quasi-sure stochastic analysis through aggregation
scientific article; zbMATH DE number 6049123

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    Quasi-sure stochastic analysis through aggregation (English)
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    22 June 2012
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    non-dominated probability measures
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    weak solutions of SDEs
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    uncertain volatility model
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    quasi-sure stochastic analysis
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