Product space for two processes with independent increments under nonlinear expectations | |
Gao, Qiang; Hu, Mingshang; Ji, Xiaojun; Liu, Guomin | |
刊名 | ELECTRONIC COMMUNICATIONS IN PROBABILITY |
2017 | |
卷号 | 22 |
关键词 | G-expectation nonlinear expectation distribution independence tightness |
DOI | 10.1214/17-ECP46 |
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/4595976 |
专题 | 山东大学 |
作者单位 | 1.Shandong Univ, Zhongtai Inst Finance, Jinan 250100, Shandong, Peoples R China. 2.Shandong Univ |
推荐引用方式 GB/T 7714 | Gao, Qiang,Hu, Mingshang,Ji, Xiaojun,et al. Product space for two processes with independent increments under nonlinear expectations[J]. ELECTRONIC COMMUNICATIONS IN PROBABILITY,2017,22. |
APA | Gao, Qiang,Hu, Mingshang,Ji, Xiaojun,&Liu, Guomin.(2017).Product space for two processes with independent increments under nonlinear expectations.ELECTRONIC COMMUNICATIONS IN PROBABILITY,22. |
MLA | Gao, Qiang,et al."Product space for two processes with independent increments under nonlinear expectations".ELECTRONIC COMMUNICATIONS IN PROBABILITY 22(2017). |
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