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- W2043354787 abstract "In this paper, we study the martingale characterization of G-Brownian motion, which was defined by Peng (cf. http://abelsymposium.no/symp2005/preprints/peng.pdf) 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." @default.
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- W2043354787 date "2009-01-01" @default.
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- W2043354787 title "Martingale characterization of G-Brownian motion" @default.
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- W2043354787 doi "https://doi.org/10.1016/j.spa.2008.02.001" @default.
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