Stopping times and related Itô's calculus with G-Brownian motion

Stochastic Processes and their Applications

Volumn 121, Issue 7, 2011, Pages 1492-1508

  Li, Xinpeng ^a   Peng, Shige ^a  

^a SHANDONG UNIVERSITY   (China)

Author keywords

G Brownian motion; It 's formula; It 's integral; Stopping time

Indexed keywords

G-BROWNIAN MOTION; G-EXPECTATION; STOCHASTIC PROCESS; STOPPING TIME;

BROWNIAN MOVEMENT;

EID: 79956213185     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2011.03.009     Document Type: Article

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