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Uniqueness of the representation for $G$-martingales with finite variation

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References

2007G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type621 cited
2010Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths570 cited
2008Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation556 cited
2010Martingale representation theorem for the G -expectation201 cited
2009On representation theorem of G-expectations and paths of G-Brownian motion179 cited
2011Some properties on G-evaluation and its applications to G-martingale decomposition163 cited
2011Properties of hitting times for G -martingales and their applications42 cited
2014A complete representation theorem for G-martingales41 cited

Cited by

2015$G$-expectation weighted Sobolev spaces, backward SDE and path dependent PDE29 cited
2020Zero-sum path-dependent stochastic differential games in weak formulation29 cited
2018Quadratic backward stochastic differential equations driven by G -Brownian motion: Discrete solutions and approximation26 cited
2018Properties of G -martingales with finite variation and the application to G -Sobolev spaces16 cited

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