QA301 : G-Brownian motion and Its Applications
Thesis > Central Library of Shahrood University > Mathematical Sciences > MSc > 2015
Authors:
Abstarct: In this thesis, the concept of G-Brownian process has been introduced by Peng in 2006.
Then we study the martingale characterization of G-Brownian motion and present a method for constructing a G-Brownian motin using a Markov chain. Furthermore, we obtain the represention theorem for some special symmetric martingales in the G-frxamework.
Keywords:
#G-frxamework #Markov chain #G-Brownian motion #symmetric martingale Link
Keeping place: Central Library of Shahrood University
Visitor:
Keeping place: Central Library of Shahrood University
Visitor:
