Properties of hitting times for G-martingales and their applications

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Cite
Song, Yongsheng. “Properties of Hitting Times for G-Martingales and Their Applications”. Stochastic Processes and Their Applications, vol. 121, no. 8, 2011, pp. 1770-84, https://doi.org/10.1016/j.spa.2011.04.007.
Song, Y. (2011). Properties of hitting times for G-martingales and their applications. Stochastic Processes and Their Applications, 121(8), 1770-1784. https://doi.org/10.1016/j.spa.2011.04.007
Song, Yongsheng. “Properties of Hitting Times for G-Martingales and Their Applications”. Stochastic Processes and Their Applications 121, no. 8 (2011): 1770-84. https://doi.org/10.1016/j.spa.2011.04.007.
Song Y. Properties of hitting times for G-martingales and their applications. Stochastic Processes and their Applications. 2011;121(8):1770-84.
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Mathematics
Science
Mathematics
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Mathematical statistics
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Lecture Note on Measure Theory 1998
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The Cox-Ingersoll-Ross process under volatility uncertainty Journal of Mathematical Analysis and Applications
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 2024
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Extended conditional <i>G</i>-expectations and related stopping times

 Probability, Uncertainty and Quantitative Risk
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Citations Analysis
Category Category Repetition
Science: Mathematics21
Science: Mathematics: Probabilities. Mathematical statistics9
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods7
Science: Science (General)2
Science: Physics1
Technology: Engineering (General). Civil engineering (General)1
The category Science: Mathematics 21 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Uniqueness of the representation for $G$-martingales with finite variation and was published in 2012. The most recent citation comes from a 2024 study titled The Cox-Ingersoll-Ross process under volatility uncertainty. This article reached its peak citation in 2013, with 4 citations. It has been cited in 19 different journals, 15% of which are open access. Among related journals, the Stochastic Processes and their Applications cited this research the most, with 4 citations. The chart below illustrates the annual citation trends for this article.
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