Some Estimates for Martingale Representation under G-Expectation

Ying Hu; Shige Peng

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arXiv · 1004.1098

Some Estimates for Martingale Representation under G-Expectation

Ying Hu·Shige Peng

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Abstract

We provides some useful estimates for solving martingale representation problem under G-expectations. We also study the corresponding conditions for the existence and uniqueness.

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Ying Hu, Shige Peng. 2010-04-07. Some Estimates for Martingale Representation under G-Expectation. https://arxiv.org/abs/1004.1098

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