37 citations · 39 across the 2 of their papers we have counts for
2 papers
math.PR2012★ 2 cited
A variational representation for G-Brownian functionals
Emi Osuka
The purpose of this paper is to establish a variational representation \log \E [e^{f(B)}] = \sup_h \E [f(B + \int_0^{\cdot} d<B>_s h_s) - 1/2 \int_0^1 h_s \cdot (d<B>_s h_s)] for f…
math.PR2011★ 37 cited
Girsanov's formula for G-Brownian motion
Emi Osuka
In this paper, we establish Girsanov's formula for -Brownian motion. Peng (2007, 2008) constructed -Brownian motion on the space of continuous paths under a sublinear expecta…