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arXiv:1004.1098 [math.PR]AbstractReferencesReviewsResources

Some Estimates for Martingale Representation under G-Expectation

Ying Hu, Shige Peng

Published 2010-04-07Version 1

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

Comments: 16 pages
Categories: math.PR
Subjects: 60H10
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