The modulus of continuity theorem for G-Brownian motion
The modulus of continuity theorem for G-Brownian motion
复制标题
G-布朗运动的连续性模定理
DOI:
10.1080/03610926.2015.1066816
复制
发表时间:
2017
期刊:
影响因子:
--
通讯作者:
Feng Hu
中科院分区:
文献类型:
--
作者:
Feng Hu
In this paper, our aim is to obtain the modulus of continuity theorem for G-Brownian motion. It turns out that our theorem is a natural extension of the classical result obtained by Lévy (1937).