How big are the increments of \(G\)-Brownian motion?
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Publication:477151
DOI10.1007/s11425-014-4816-0zbMath1301.60068OpenAlexW2018860013MaRDI QIDQ477151
Defei Zhang, Feng Hu, Zeng-Jing Chen
Publication date: 2 December 2014
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-014-4816-0
capacitylaw of iterated logarithm\(G\)-Brownian motionsublinear expectation\(G\)-normal distributionincrements of \(G\)-Brownian motion
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48)
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