Some Estimates for Martingale Representation under G-Expectation
Probability
2010-04-08 v1
Abstract
We provides some useful estimates for solving martingale representation problem under G-expectations. We also study the corresponding conditions for the existence and uniqueness.
Cite
@article{arxiv.1004.1098,
title = {Some Estimates for Martingale Representation under G-Expectation},
author = {Ying Hu and Shige Peng},
journal= {arXiv preprint arXiv:1004.1098},
year = {2010}
}
Comments
16 pages