Uniqueness of the representation for $G$-martingales with finite variation
Probability
2011-01-04 v2
Abstract
Our purpose is to prove the uniqueness of the representation for -martingales with finite variation.
Cite
@article{arxiv.1012.1913,
title = {Uniqueness of the representation for $G$-martingales with finite variation},
author = {Yongsheng Song},
journal= {arXiv preprint arXiv:1012.1913},
year = {2011}
}
Comments
14 pages