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Projections of SDEs onto submanifolds. [PDF]

open access: yesInf Geom
Armstrong J, Brigo D, Ferrucci E.
europepmc   +1 more source

Maximal inequalities for g-martingales

open access: yes
Maximal inequalities play an important role in the classical martingale theory. This paper studies maximal inequalities for g-martingales under the g-expectation framework. Two kinds of maximal inequalities for g-martingales are obtained.
Wang, Wei
core  

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