Uniqueness of the representation for $G$-martingales with finite variation

Article Properties
Cite
Song, Yongsheng. “Uniqueness of the Representation for $G$-Martingales With Finite Variation”. Electronic Journal of Probability, vol. 17, no. none, 2012, https://doi.org/10.1214/ejp.v17-1890.
Song, Y. (2012). Uniqueness of the representation for $G$-martingales with finite variation. Electronic Journal of Probability, 17(none). https://doi.org/10.1214/ejp.v17-1890
Song, Yongsheng. “Uniqueness of the Representation for $G$-Martingales With Finite Variation”. Electronic Journal of Probability 17, no. none (2012). https://doi.org/10.1214/ejp.v17-1890.
Song Y. Uniqueness of the representation for $G$-martingales with finite variation. Electronic Journal of Probability. 2012;17(none).
Refrences
Title Journal Journal Categories Citations Publication Date
Properties of hitting times for G-martingales and their applications Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
26 2011
Some properties on G-evaluation and its applications to G-martingale decomposition Science China Mathematics
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
90 2011
10.1214/12-AIHP492
Martingale representation theorem for theG-expectation Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
125 2011
Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
338 2008