The modulus of continuity theorem for G-Brownian motion

The modulus of continuity theorem for G-Brownian motion
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G-布朗运动的连续性模定理

DOI:
10.1080/03610926.2015.1066816
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发表时间:
2017
期刊:
Communications in Statistics - Theory and Methods
影响因子:
--
通讯作者:
Feng Hu
Feng Hu
中科院分区:
其他
文献类型:
--
作者:
Feng Hu

文献摘要

被引文献

相似文献

本文的目的是得到g -布朗运动的连续性定理的模。结果表明,我们的定理是lsamvy(1937)的经典结果的自然推广。
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).