Convergence to a self-normalized G-Brownian motion

Lin, ZY; Zhang, LX

Zhang, LX (reprint author), Zhejiang Univ, Sch Math Sci, Hangzhou 310027, Zhejiang, Peoples R China.

PROBABILITY UNCERTAINTY AND QUANTITATIVE RISK, 2017; 2 ( ):

Abstract

G-Brownian motion has a very rich and interesting new structure that non-trivially generalizes the classical Brownian motion. Its quadratic variation ......

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