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Uniqueness of the representation for $G$-martingales with finite variation
niqueness representation theorem G-martingale finite variation G-expectation
2011/1/19
Our purpose is to prove the uniqueness of the representation for G-martingales with finite variation.
Finite Variation of Fractional Levy Processes
finite variation fractional integration fractional L´ evy process
2011/3/1
Various characterizations for fractional L´evy process to be of finite variation are obtained, one of which is in terms of the characteristic triplet of the driving L´evy process, while ot...