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Probability theory / Martingale theory / Conditional expectation / Martingale / Random variable / Law / Local martingale / Independence / Wiener process / Statistics / Stochastic processes / Probability and statistics


Random 𝐺-Expectations Marcel Nutz
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Document Date: 2012-06-28 08:09:29

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File Size: 393,40 KB

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Columbia University / /

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Assumption / /

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viscosity solutions / viscosity solution / /

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Columbia University / New York / Swiss National Science Foundation / /

Person

Sebastian Herrmann / Shige Peng / Nizar Touzi / Mete Soner / Marcel Nutz / Laurent Denis / /

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author / /

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New York / /

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