Kunita-Watanabe inequalities and Tanaka formula for multi-dimensional G-Brownian motion (Q628946): Difference between revisions

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+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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+Pathwise properties and homeomorphic flows for 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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+Martingale characterization of \(G\)-Brownian motion
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+On Square Integrable Martingales
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+Pricing and hedging derivative securities in markets with uncertain volatilities
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+Coherent Measures of Risk
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