2 papers
math.PR2013
Some apriori estimates of G-BSDEs and the G-martingale representation for a special case
Yulian Fan
This paper presents the integral(or differential) form of G-BSDEs, gives some kind of apriori estimates of their solutions, and under a very strong condition, proves the G-martinga…
math.PR2013
Conditional G-expectation in and related Itô's calculus
Yulian Fan
In this paper, we define a dynamically consistent conditional G-expectation in space , and give the related stochastic calculus of Itô's type, especially get Itô's…