somepropertiesongevaluationanditsapplicationstogmartingaledecomposition
文献类型：期刊论文
| 作者 | Song Yongsheng
|
| 刊名 | sciencechinamathematics
 |
| 出版日期 | 2011 |
| 卷号 | 54期号:2页码:287 |
| ISSN号 | 1674-7283 |
| 英文摘要 | In this article, a sublinear expectation induced by G-expectation is introduced, which is called Gevaluation for convenience. As an application, we prove that for any ξ ∈ L_G~β (ΩT) with some β > 1 the martingale decomposition theorem under G-expectaion holds, and that any β > 1 integrable symmetric G-martingale can be represented as an Ito integral w.r.t. G-Brownian motion. As a byproduct, we prove a regularity property for G-martingales: Any G-martingale {Mt} has a quasi-continuous version |
| 语种 | 英语 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/39895]  |
| 专题 | 应用数学研究所 |
| 作者单位 | 中国科学院数学与系统科学研究院 |
| 推荐引用方式 GB/T 7714 | Song Yongsheng. somepropertiesongevaluationanditsapplicationstogmartingaledecomposition[J]. sciencechinamathematics,2011,54(2):287. |
| APA | Song Yongsheng.(2011).somepropertiesongevaluationanditsapplicationstogmartingaledecomposition.sciencechinamathematics,54(2),287. |
| MLA | Song Yongsheng."somepropertiesongevaluationanditsapplicationstogmartingaledecomposition".sciencechinamathematics 54.2(2011):287. |
入库方式： OAI收割
来源：数学与系统科学研究院
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