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• W2035495794 abstract "The objective of this article is to derive a general martingale characterization of G-Brownian motion, which generalizes the results obtained in Xu [17 Xu , J. 2010 . Martingale property and capacity under G-framework . Electronic Journal of Probability 15 : 2041 – 2068 .[Crossref], [Web of Science ®] , [Google Scholar]]. For this end, we first study some extensions of stochastic calculus with respect to G-martingales under the sublinear expectation spaces." @default.
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• W2035495794 date "2013-11-02" @default.
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• W2035495794 title "General Martingale Characterization of<i>G</i>-Brownian Motion" @default.
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• W2035495794 doi "https://doi.org/10.1080/07362994.2013.828572" @default.
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