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arXiv · 1502.02787

A Complex Version of G-Expectation and its Application to Conformal Martingale

Huilin Zhang
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Abstract

This paper is concerned with the connection between G-Brownian Motion and analytic functions. We introduce the complex version of sublinear expectation, and then do the stochastic analysis in this framework. Furthermore, the conformal G-Brownian Motion is introduced together with a representation, and the corresponding conformal invariance is shown.

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Huilin Zhang. 2015-02-10. A Complex Version of G-Expectation and its Application to Conformal Martingale. https://arxiv.org/abs/1502.02787

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