{
  "id": "1004.1098",
  "version": "v1",
  "published": "2010-04-07T14:33:11.000Z",
  "updated": "2010-04-07T14:33:11.000Z",
  "title": "Some Estimates for Martingale Representation under G-Expectation",
  "authors": [
    "Ying Hu",
    "Shige Peng"
  ],
  "comment": "16 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "We provides some useful estimates for solving martingale representation problem under G-expectations. We also study the corresponding conditions for the existence and uniqueness.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2010-04-07T14:33:11.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10"
    ],
    "keywords": [
      "g-expectation",
      "solving martingale representation problem",
      "useful estimates",
      "corresponding conditions"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 16,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1004.1098H"
    }
  }
}