Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition
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Publication:547363
DOI10.1007/s11425-010-4162-9zbMath1225.60058arXiv1001.2802OpenAlexW2398967624MaRDI QIDQ547363
Publication date: 1 July 2011
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.2802
Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Generalized stochastic processes (60G20) Stochastic integrals (60H05)
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