Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation

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Multi-Dimensional G–Brownian Motion and Related Stochastic Calculus under G–Expectation

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ژورنال

عنوان ژورنال: Stochastic Processes and their Applications

سال: 2008

ISSN: 0304-4149

DOI: 10.1016/j.spa.2007.10.015