Uniqueness of the representation for $G$-martingales with finite variation

Abstract

Our purpose is to prove the uniqueness of the representation for $G$-martingales with finite variation.

14 pages

References in corpus (1)

• G-Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty

Cited by in corpus (1)

• Doob's optional sampling and maximal inequality for $G$-martingales