Properties of hitting times for $G$-martingale

Details Properties of hitting times for $G$-martingale Properties of hitting times for $G$-martingale

2010-01-27

arxiv.org/abs/1001.4907v2

Mathematics

Probability

13 pages

Scientific paper

In this article, we consider the properties of hitting times for $G$-martingale and the stopped processes. We prove that the stopped processes for $G$-martingales are still $G$-martingales and that the hitting times for a class of $G$-martingales including $G$-Brownian motion are quasi-continuous. As an application, we improve the $G$-martingale representation theorems in [Song10].

Affiliated with

Also associated with

No associations

Rating

Properties of hitting times for $G$-martingale does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Properties of hitting times for $G$-martingale, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Properties of hitting times for $G$-martingale will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-239230