Martingale property and capacity under G-framework

Electronic Journal of Probability

Volumn 15, Issue , 2010, Pages 2041-2068

  Xu, Jing ^a   Zhang, Bo ^b  

^a CHONGQING UNIVERSITY   (China)

^b RENMIN UNIVERSITY OF CHINA   (China)

Author keywords

Capacity; G Brownian motion; G expectation; Martingale characterization

Indexed keywords

EID: 79751491989     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v15-832     Document Type: Article

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