Some Estimates for Martingale Representation under G-Expectation

Ying Hu (1) , Shige Peng (2)

1 IRMAR - Institut de Recherche Mathématique de Rennes
2 Shandong University

We provides some useful estimates for solving martingale representation problem under G-expectations. We also study the corresponding conditions for the existence and uniqueness.

Domaines: Probabilités [math.PR]

Ying Hu, Shige Peng. Some Estimates for Martingale Representation under G-Expectation. 2010. ⟨hal-01258853⟩