%0 Journal Article
%T Numerical schemes for $G$--Expectations
%A Yan Dolinsky
%J Mathematics
%D 2011
%I arXiv
%X We consider a discrete time analog of $G$--expectations and we prove that in the case where the time step goes to 0 the corresponding values converge to the original $G$--expectation. Furthermore we provide error estimates for the convergence rate. This paper is continuation of [4]. Our main tool is a strong approximation theorem which we derive for general discrete time martingales.
%U http://arxiv.org/abs/1109.3430v1