A note on the exponential G-martingale
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Publication:2015263
DOI10.1155/2013/247307zbMATH Open1291.60074OpenAlexW2124053508WikidataQ58915659 ScholiaQ58915659MaRDI QIDQ2015263FDOQ2015263
Publication date: 23 June 2014
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/247307
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Cites Work
- \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
- Stopping times and related Itô's calculus with \(G\)-Brownian motion
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
- Continuous exponential martingales and BMO
- A Girsanov Type Theorem Under G-Framework
- Nonlinear Expectations and Stochastic Calculus under Uncertainty
- Properties of hitting times for \(G\)-martingales and their applications
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