A note on the exponential \(G\)-martingale

DOI10.1155/2013/247307zbMath1291.60074OpenAlexW2124053508WikidataQ58915659 ScholiaQ58915659MaRDI QIDQ2015263

Yunsheng Lu, Yingying Liu

Publication date: 23 June 2014

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/247307

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cites Work

• Unnamed Item
• Stopping times and related Itô's calculus with \(G\)-Brownian motion
• Properties of hitting times for \(G\)-martingales and their applications
• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
• On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
• Continuous exponential martingales and BMO
• A Girsanov Type Theorem Under G-Framework
• Nonlinear Expectations and Stochastic Calculus under Uncertainty

This page was built for publication: A note on the exponential \(G\)-martingale