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Quasi-continuous random variables and processes under the G -expectation framework · Study

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ArticleQuasi-continuous random variables and processes under the G -expectation framework

Mingshang Hu2016

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Articlebronze2016

Quasi-continuous random variables and processes under the G -expectation framework

Mingshang Hu · Falei Wang · Guoqiang Zheng

54 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Nonlinear Partial Differential Equations Fuzzy Systems and Optimization

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References

1980Controlled Diffusion Processes 2007G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type 2019Nonlinear Expectations and Stochastic Calculus under Uncertainty 2010Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths 2008Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation 1980Controlled Diffusion Processes 2009Pathwise properties and homeomorphic flows for stochastic differential equations driven by G -Brownian motion 2009On representation theorem of G-expectations and paths of G-Brownian motion

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Year2016

Typearticle

Published2016-03-02

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations54

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.spa.2016.02.003

openalex_workW2291247895

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