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Showing 2009 · math.PRShow all
3 papers · 2 filters
math.PR2009★ 23 cited
Local time and Tanaka formula for G-Brownian Motion
Qian Lin
In this paper, we study the notion of local time and Tanaka formula for the G-Brownian motion. Moreover, the joint continuity of the local time of the G-Brownian motion is obtained…
math.PR2009★ 1 cited
Symmetrical Solutions of Backward Stochastic Volterra Integral Equations and Their Applications
Tianxiao Wang, Yufeng Shi
Backward stochastic Volterra integral equations (BSVIEs in short) are studied. We introduce the notion of adapted symmetrical solutions (S-solutions in short), which are different…
math.PR2009★ 7 cited
Stopping Times and Related Itô's Calculus with G-Brownian Motion
Xinpeng Li, Shige Peng
Under the framework of G-expectation and G-Brownian motion, we introduce Itô's integral for stochastic processes without assuming quasi-continuity. Then we can obtain Itô's integra…