Stopping times and related Itô’s calculus with <mml:math altimg="si1.gif" display="inline" overflow="scroll" xmlns:xocs="http://www.elsevier.com/xml/xocs/dtd" xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.elsevier.com/xml/ja/dtd" xmlns:ja="http://www.elsevier.com/xml/ja/dtd" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:tb="http://www.elsevier.com/xml/common/table/dtd" xmlns:sb="http://www.elsevier.com/xml/common/struct-bib/dtd" xmlns:ce="http://www.elsevier.com/xml/common/dtd" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:cals="http://www.elsevier.com/xml/common/cals/dtd"><mml:mi>G</mml:mi></mml:math>-Brownian motion-Reference-Cited by-同舟云学术

Stopping times and related Itô’s calculus with G-Brownian motion

Author:

Li Xinpeng,Peng Shige

Funder

National Basic Research Program of China

Financial Risk) and the Foundation for Innovative Research Groups of the National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference27 articles.

4. Theory of capacities;Choquet;Annales de l’Institut Fourier,1953

5. Function spaces and capacity related to a sublinear expectation: application to G-Brownian motion paths;Denis;Potential Analysis,2010

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