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Mathematics 2010
Representation of G-martingales as stochastic integrals with respect to the G-Brownian motionAbstract: 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.
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