Martingale representation theorem for G-Brownian motion

Kang, YB

Kang, YB (reprint author), Chong Qing Normal Univ, Sch Math Sci, Chongqing 401331, Peoples R China.

STOCHASTIC ANALYSIS AND APPLICATIONS, 2019; 37 (1): 19

Abstract

This paper firstly discuss some related properties for a type of G-function by introducing a G-Brownian motion martingale. And a martingale representa......

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