Kunita-Watanabe inequalities and Tanaka formula for multi-dimensional G-Brownian motion
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Publication:628946
DOI10.1016/j.amc.2010.12.059zbMath1237.91144MaRDI QIDQ628946
Xinsong Yang, Defei Zhang, Ping He
Publication date: 8 March 2011
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2010.12.059
91G80: Financial applications of other theories
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
Cites Work
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- On Square Integrable Martingales