Uniqueness of the representation for G-martingales with finite variation

DOI10.1214/EJP.V17-1890zbMATH Open1244.60046arXiv1012.1913OpenAlexW2085211331MaRDI QIDQ428638FDOQ428638

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: Our purpose is to prove the uniqueness of the representation for

G

-martingales with finite variation.

Full work available at URL: https://arxiv.org/abs/1012.1913

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zbMATH Keywords

representation theorem uniqueness finite variation G-expectation G-martingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

Cited In (27)

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