somepropertiesongevaluationanditsapplicationstogmartingaledecomposition

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	somepropertiesongevaluationanditsapplicationstogmartingaledecomposition
	Song Yongsheng
	2011
发表期刊	sciencechinamathematics
ISSN	1674-7283
卷号	54 期号:2 页码:287
摘要	In this article, a sublinear expectation induced by G-expectation is introduced, which is called Gevaluation for convenience. As an application, we prove that for any ξ ∈ L_G~β (ΩT) with some β > 1 the martingale decomposition theorem under G-expectaion holds, and that any β > 1 integrable symmetric G-martingale can be represented as an Ito integral w.r.t. G-Brownian motion. As a byproduct, we prove a regularity property for G-martingales: Any G-martingale {Mt} has a quasi-continuous version
语种	英语
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/39896
专题	应用数学研究所
作者单位	中国科学院数学与系统科学研究院
推荐引用方式 GB/T 7714	Song Yongsheng. somepropertiesongevaluationanditsapplicationstogmartingaledecomposition[J]. sciencechinamathematics,2011,54(2):287.
APA	Song Yongsheng.(2011).somepropertiesongevaluationanditsapplicationstogmartingaledecomposition.sciencechinamathematics,54(2),287.
MLA	Song Yongsheng."somepropertiesongevaluationanditsapplicationstogmartingaledecomposition".sciencechinamathematics 54.2(2011):287.