Martingale Inequalities under G-Expectation and Their Applications

Author:

Li Hanwu

Publisher

Springer Science and Business Media LLC

Subject

General Physics and Astronomy,General Mathematics

Reference12 articles.

1. Chung K L. A Course in Probability Theory. New York: Academic Press, 1974

2. Denis L, Hu M, Peng S. Function spaces and capacity related to a sublinear expectation: application to G-Brownian motion pathes. Potential Anal, 2011, 34: 139–161

3. Hu M, Ji S, Peng S, et al. Backward stochastic differential equations driven by G-Brownian motion. Stochastic Processes and their Applications, 2014, 124: 759–784

4. Hu M, Peng S. Extended conditional G-expectations and related stopping times. arXiv:1309.3829v1, 2013

5. Karatzas I, Shreve S E. Brownian Motion and Stochastic Calculus. New York: Springer, 1991

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