Uniqueness of the representation for G-martingales with finite variation

Electronic Journal of Probability

Volumn 17, Issue , 2012, Pages

  Song, Yongsheng ^a  

^a CHINESE ACADEMY OF SCIENCES   (China)

Author keywords

Finite variation; G expectation; G martingale; Representation theorem; Uniqueness

Indexed keywords

EID: 84859070856     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v17-1890     Document Type: Article

References (13)

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