Download this PDF file Fullscreen Fullscreen Off
References
- Denis, Laurent; Hu, Mingshang; Peng, Shige. Function spaces and capacity related to a sublinear expectation: application to $G$-Brownian motion paths. Potential Anal. 34 (2011), no. 2, 139--161. MR2754968
- Hu, Ming-shang; Peng, Shi-ge. On representation theorem of $G$-expectations and paths of $G$-Brownian motion. Acta Math. Appl. Sin. Engl. Ser. 25 (2009), no. 3, 539--546. MR2506990
- Hu, Y. and Peng, S. Some Estimates for Martingale Representation under G-Expectation. arXiv:1004.1098v1.
- Peng, Shige. $G$-expectation, $G$-Brownian motion and related stochastic calculus of Itô type. Stochastic analysis and applications, 541--567, Abel Symp., 2, Springer, Berlin, 2007. MR2397805
- Peng, S. G-Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty. arXiv:0711.2834v1.
- Peng, Shige. Multi-dimensional $G$-Brownian motion and related stochastic calculus under $G$-expectation. Stochastic Process. Appl. 118 (2008), no. 12, 2223--2253. MR2474349
- Peng, S. Nonlinear Expectations and Stochastic Calculus under Uncertainty, arXiv:1002.4546v1.
- Peng, S, Song Y, Zhang J. A Complete Representation Theorem for G-martingales, arXiv:1201.2629v1.
- Pham T, Zhang J. Some Norm Estimates for Semimartingales --Under Linear and Nonlinear Expectations, arXiv:1107.4020v1.
- Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng. Martingale representation theorem for the $G$-expectation. Stochastic Process. Appl. 121 (2011), no. 2, 265--287. MR2746175
- Song, YongSheng. Some properties on $G$-evaluation and its applications to $G$-martingale decomposition. Sci. China Math. 54 (2011), no. 2, 287--300. MR2771205
- Song, Yongsheng. Properties of hitting times for $G$-martingales and their applications. Stochastic Process. Appl. 121 (2011), no. 8, 1770--1784. MR2811023
- Song, Y. Characterizations of processes with stationary and independent increments under G-expectation, arXiv:1009.0109v1.

This work is licensed under a Creative Commons Attribution 3.0 License.