A Complex Version of G-Expectation and its Application to Conformal Martingale
Probability
2015-02-11 v1
Abstract
This paper is concerned with the connection between G-Brownian Motion and analytic functions. We introduce the complex version of sublinear expectation, and then do the stochastic analysis in this framework. Furthermore, the conformal G-Brownian Motion is introduced together with a representation, and the corresponding conformal invariance is shown.
Keywords
Cite
@article{arxiv.1502.02787,
title = {A Complex Version of G-Expectation and its Application to Conformal Martingale},
author = {Huilin Zhang},
journal= {arXiv preprint arXiv:1502.02787},
year = {2015}
}