%0 Journal Article
%T Representation of G-martingales as stochastic integrals with respect to the G-Brownian motion
%A Qian Lin
%J Mathematics
%D 2010
%I arXiv
%X The objective of this paper is to derive a representation of symmetric G-martingales as stochastic integrals with respect to the G-Brownian motion. For this end, we first study some extensions of stochastic calculus with respect to G-martingales under the sublinear expectation spaces.
%U http://arxiv.org/abs/1003.3169v1