Properties of hitting times for \(G\)-martingales and their applications
type: Item
instance of: scholarly article
title: Properties of hitting times for \(G\)-martingales and their applications
zbMATH Open document ID: 1231.60054
author: Yongsheng Song
published in: Stochastic Processes and their Applications
publication date: 2011-07-22T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 5930910
zbMATH Keywords: \(G\)-martingale
zbMATH Keywords: stopping time
zbMATH Keywords: stopped process
MaRDI profile type: Publication
full work available at URL: j.spa.2011.04.007
OpenAlex ID: W2010298677
cites work: Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
cites work: Q5436616
cites work: Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
cites work: Martingale representation theorem for the \(G\)-expectation
DOI: 10.1016/J.SPA.2011.04.007
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description: scientific article; zbMATH DE number 5930910