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 |
DOI | 10.1016/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). |
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