Local time and Tanaka formula of \(G\)-martingales (Q2181563): Difference between revisions

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+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
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+Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
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+Lévy's martingale characterization and reflection principle of \(G\)-Brownian motion
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+Backward stochastic differential equations driven by \(G\)-Brownian motion
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+On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
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+Quasi-continuous random variables and processes under the \(G\)-expectation framework
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@@ Property / cites work @@
+Local time and Tanaka formula for the \(G\)-Brownian motion
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@@ Property / cites work @@
+General Martingale Characterization of<i>G</i>-Brownian Motion
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+Stochastic equations and krylov's estimates for semimartingales
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+Girsanov's formula for \(G\)-Brownian motion
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+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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+Theory of stochastic differential equations with jumps and applications.
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+Martingale representation theorem for the \(G\)-expectation
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+Properties of hitting times for \(G\)-martingales and their applications
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@@ Property / cites work @@
+Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition
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@@ Property / cites work @@
+Martingale characterization of \(G\)-Brownian motion
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