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math.PR2010★ 3 cited
Multiple G-Itô integral in the G-expectation space
Panyu Wu
In this paper, motivated by mathematic finance we introduce the multiple G-Itô integral in the G-expectation space, then investigate how to calculate. We get the the relationship b…
math.PR2010★ 1 cited
A new comparison theorem of multidimensional BSDEs
Panyu Wu, Zengjing Chen
In this paper, we define a new total order on R^N and use this order together with backward stochastic viability property(for short BSVP) to study the property of the generator of…