Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation

MLA

Peng, Shige. “Multi-Dimensional G-Brownian Motion and Related Stochastic Calculus under G-Expectation.” Stochastic Processes & Their Applications, vol. 118, no. 12, Dec. 2008, pp. 2223–53. EBSCOhost, https://doi.org/10.1016/j.spa.2007.10.015.

APA

Peng, S. (2008). Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation. Stochastic Processes & Their Applications, 118(12), 2223–2253. https://doi.org/10.1016/j.spa.2007.10.015

Chicago

Peng, Shige. 2008. “Multi-Dimensional G-Brownian Motion and Related Stochastic Calculus under G-Expectation.” Stochastic Processes & Their Applications 118 (12): 2223–53. doi:10.1016/j.spa.2007.10.015.