Martingale property and capacity under \(G\)-framework (Q638364)
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scientific article; zbMATH DE number 5946960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale property and capacity under \(G\)-framework |
scientific article; zbMATH DE number 5946960 |
Statements
Martingale property and capacity under \(G\)-framework (English)
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9 September 2011
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\(G\)-Brownian motion
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\(G\)-expectation
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martingale characterization
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capacity
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