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Martingale representation theorem for G-Brownian motion - MaRDI portal

Martingale representation theorem for G-Brownian motion (Q5742382)

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scientific article; zbMATH DE number 7054374
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English
Martingale representation theorem for G-Brownian motion
scientific article; zbMATH DE number 7054374

    Statements

    title
    Martingale representation theorem for G-Brownian motion (English)
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    publication date
    14 May 2019
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    zbMATH Keywords
    \(G\)-expectation
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    \(G\)-Brownian motion
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    multiple \(G\)-Itô integral
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    author
    Yuan Bao Kang
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60H05
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    60H30
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    zbMATH DE Number
    7054374
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    OpenAlex ID
    W2909684904
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    Wikidata QID
    Q128596750
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