CORC  > 山东大学
Lévy's martingale characterization and reflection principle of G-Brownian motion
Hu M.; Ji X.; Liu G.
刊名Journal of Mathematical Analysis and Applications
2019
卷号480期号:2
关键词G-Brownian motion G-expectation Martingale characterization Reflection principle
DOI10.1016/j.jmaa.2019.123436
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/4557018
专题山东大学
作者单位1.Zhongtai Securities Institute for Financial Studies, Shandong University, Jinan, Shandong 250100, China
2.School of Mathematics, Shand
推荐引用方式
GB/T 7714
Hu M.,Ji X.,Liu G.. Lévy's martingale characterization and reflection principle of G-Brownian motion[J]. Journal of Mathematical Analysis and Applications,2019,480(2).
APA Hu M.,Ji X.,&Liu G..(2019).Lévy's martingale characterization and reflection principle of G-Brownian motion.Journal of Mathematical Analysis and Applications,480(2).
MLA Hu M.,et al."Lévy's martingale characterization and reflection principle of G-Brownian motion".Journal of Mathematical Analysis and Applications 480.2(2019).
个性服务
查看访问统计
相关权益政策
暂无数据
收藏/分享
所有评论 (0)
暂无评论
 

除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。


©版权所有 ©2017 CSpace - Powered by CSpace