Martingale property and capacity under \(G\)-framework

zbMath1226.60085MaRDI QIDQ638364

Bo Zhang, Jing Xu

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticle8044.html

zbMATH Keywords

capacity\(G\)-Brownian motion\(G\)-expectationmartingale characterization

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Related Items (3)

Martingale problem under nonlinear expectations ⋮ Lindeberg's central limit theorems for martingale like sequences under sub-linear expectations ⋮ Lévy's martingale characterization and reflection principle of \(G\)-Brownian motion

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