Integration with respect to the \(G\)-Brownian local time (Q482726)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integration with respect to the \(G\)-Brownian local time |
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Integration with respect to the \(G\)-Brownian local time (English)
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6 January 2015
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\(G\)-Brownian motion
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local times
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Young integration
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quadratic covariation
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nonlinear expectation
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