Quasi-continuous random variables and processes under the G-expectation framework | |
Hu, Mingshang; Wang, Falei; Zheng, Guoqiang | |
刊名 | Stochastic Processes and their Applications |
2015 | |
卷号 | 126期号:8页码:2367-2387 |
关键词 | G-Brownian motion G-expectation Krylov's estimates Quasi-continuous |
DOI | 10.1016/j.spa.2016.02.003 |
URL标识 | 查看原文 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4776111 |
专题 | 山东大学 |
作者单位 | 1.Zhongtai Institute of Finance, Shandong University, China 2.School of Mathematics, Shandong University, China 3.[Wang, |
推荐引用方式 GB/T 7714 | Hu, Mingshang,Wang, Falei,Zheng, Guoqiang. Quasi-continuous random variables and processes under the G-expectation framework[J]. Stochastic Processes and their Applications,2015,126(8):2367-2387. |
APA | Hu, Mingshang,Wang, Falei,&Zheng, Guoqiang.(2015).Quasi-continuous random variables and processes under the G-expectation framework.Stochastic Processes and their Applications,126(8),2367-2387. |
MLA | Hu, Mingshang,et al."Quasi-continuous random variables and processes under the G-expectation framework".Stochastic Processes and their Applications 126.8(2015):2367-2387. |
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