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Information Technology and Computer Application Engineering
book

Information Technology and Computer Application Engineering

by Hsiang-Chuan Liu, Wen-Pei Sung, Wenli Yao
October 2013
Intermediate to advanced content levelIntermediate to advanced
836 pages
40h 48m
English
CRC Press
Content preview from Information Technology and Computer Application Engineering
Information Technology and Computer Application Engineering Liu, Sung & Yao (Eds)
© 2014 Taylor & Francis Group, London, ISBN 978-1-138-00079-7
An invariance principle of SLLN for G-quadratic variational process under
capacities
X.Y. Chen
Graduate Department of Financial Engineering, Ajou University, Suwon, Gyeonggi-do, South Korea
ABSTRACT: In this paper, under a pair of capacities (V , v), we will investigate an invariance principle of
strong law of large numbers for G-quadratic variational process {B
t
, t 0}, which was introduced by Peng in
2005 (see Peng 2007a) in a framework of G-expectation . We prove the cluster set of limit points of the ...
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Publisher Resources

ISBN: 9781138000797