Some properties on G-evaluation and its applications to G-martingale decomposition

Science China Mathematics

Volumn 54, Issue 2, 2011, Pages 287-300

  Song, YongSheng ^a  

^a INSTITUTE OF APPLIED MATHEMATICS   (China)

Author keywords

Decomposition theorem; G evaluation; G expectation; G martingale

Indexed keywords

EID: 79952360443     PISSN: 16747283     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11425-010-4162-9     Document Type: Article

References (9)

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