CORC  > 山东大学
Levy's martingale characterization and reflection principle of G-Brownian motion
Hu, Mingshang; Ji, Xiaojun; Liu, Guomin
刊名JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
2019
卷号480期号:2
关键词G-expectation G-Brownian motion 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/4557024
专题山东大学
作者单位1.Shandong Univ, Zhongtai Secur Inst Financial Studies, Jinan 250100, Shandong, Peoples R China.
2.Shandong Univ, Sch Mat
推荐引用方式
GB/T 7714
Hu, Mingshang,Ji, Xiaojun,Liu, Guomin. Levy's martingale characterization and reflection principle of G-Brownian motion[J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS,2019,480(2).
APA Hu, Mingshang,Ji, Xiaojun,&Liu, Guomin.(2019).Levy's martingale characterization and reflection principle of G-Brownian motion.JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS,480(2).
MLA Hu, Mingshang,et al."Levy'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