A Girsanov type theorem under G-Framework

Stochastic Analysis and Applications

Volumn 29, Issue 3, 2011, Pages 386-406

  Xu, Jing ^a   Shang, Hao ^b   Zhang, Bo ^b  

^a CHONGQING UNIVERSITY   (China)

^b RENMIN UNIVERSITY OF CHINA   (China)

Author keywords

G Brownian motion; G expectation; Girsanov theorem

Indexed keywords

EID: 79957921078     PISSN: 07362994     EISSN: 15329356     Source Type: Journal    
DOI: 10.1080/07362994.2011.548985     Document Type: Article

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