Some Estimates for Martingale Representation under G-Expectation

Details Some Estimates for Martingale Representation under G-Expectation Some Estimates for Martingale Representation under G-Expectation

2010-04-07

arxiv.org/abs/1004.1098v1

Mathematics

Probability

16 pages

Scientific paper

We provides some useful estimates for solving martingale representation
problem under G-expectations. We also study the corresponding conditions for
the existence and uniqueness.

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