Kunita-Watanabe inequalities and Tanaka formula for multi-dimensional G-Brownian motion
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Publication:628946
DOI10.1016/j.amc.2010.12.059zbMath1237.91144OpenAlexW2007404330MaRDI QIDQ628946
Xinsong Yang, Defei Zhang, Ping He
Publication date: 8 March 2011
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2010.12.059
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Cites Work
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
- Martingale characterization of \(G\)-Brownian motion
- On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- Coherent Measures of Risk
- Pricing and hedging derivative securities in markets with uncertain volatilities
- On Square Integrable Martingales
- Unnamed Item
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