Multiple \(G\)-Itō integral in \(G\)-expectation space
From MaRDI portal
Publication:373435
DOI10.1007/s11464-013-0288-8zbMath1277.60099arXiv1012.0368MaRDI QIDQ373435
Publication date: 22 October 2013
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1012.0368
60H05: Stochastic integrals
Cites Work
- Unnamed Item
- Martingale representation theorem for the \(G\)-expectation
- 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
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- The multi-dimensional super-replication problem under gamma constraints
- Multiple Wiener integral
- A Girsanov Type Theorem Under G-Framework
- The multiple stochastic integral
- Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions
- The Homogeneous Chaos