Affordable Access

Martingale characterization of G-Brownian motion

  • Mathematics


In this paper, we study the martingale characterization of G-Brownian motion, which was defined by Peng (cf. in 2006. As an application, we present a method for constructing a G-Brownian motion using a Markov chain. Furthermore, we obtain the representation theorem for some special symmetric martingales in the G-framework.

There are no comments yet on this publication. Be the first to share your thoughts.