| Supermartingale decomposition theorem under G-expectation | |
| Li, Hanwu; Peng, Shige; Song, Yongsheng | |
| 刊名 | ELECTRONIC JOURNAL OF PROBABILITY
 |
| 2018 | |
| 卷号 | 23 |
| 关键词 | G-expectation (E)over-cap(9)-supermartingale (E)over-cap(9)-supermartingale decomposition theorem |
| DOI | 10.1214/18-EJP173 |
| URL标识 | 查看原文 |
| 公开日期 | [db:dc_date_available] |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/4583380 |
| 专题 | 山东大学 |
| 作者单位 | 1.Shandong Univ, Sch Math, Jinan, Shandong, Peoples R China. 2.Shandong Univ, Qilu Inst Finance, Jinan, Shandong |
| 推荐引用方式 GB/T 7714 | Li, Hanwu,Peng, Shige,Song, Yongsheng. Supermartingale decomposition theorem under G-expectation[J]. ELECTRONIC JOURNAL OF PROBABILITY,2018,23. |
| APA | Li, Hanwu,Peng, Shige,&Song, Yongsheng.(2018).Supermartingale decomposition theorem under G-expectation.ELECTRONIC JOURNAL OF PROBABILITY,23. |
| MLA | Li, Hanwu,et al."Supermartingale decomposition theorem under G-expectation".ELECTRONIC JOURNAL OF PROBABILITY 23(2018). |
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