Properties of hitting times for $G$-martingale

Yongsheng Song

Published 2010-01-27, updated 2010-02-03Version 2

In this article, we consider the properties of hitting times for $G$-martingale and the stopped processes. We prove that the stopped processes for $G$-martingales are still $G$-martingales and that the hitting times for a class of $G$-martingales including $G$-Brownian motion are quasi-continuous. As an application, we improve the $G$-martingale representation theorems in [Song10].