{ "id": "1001.4907", "version": "v2", "published": "2010-01-27T11:10:27.000Z", "updated": "2010-02-03T10:55:06.000Z", "title": "Properties of hitting times for $G$-martingale", "authors": [ "Yongsheng Song" ], "comment": "13 pages", "categories": [ "math.PR" ], "abstract": "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].", "revisions": [ { "version": "v2", "updated": "2010-02-03T10:55:06.000Z" } ], "analyses": { "keywords": [ "hitting times", "properties", "stopped processes", "martingale representation theorems" ], "note": { "typesetting": "TeX", "pages": 13, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2010arXiv1001.4907S" } } }