AbstractIn this article, we consider the properties of hitting times for G-martingales 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 one-dimensional G-Brownian motion are quasi-continuous. As an application, we improve the G-martingale representation theorems of [7]
AbstractThe well-known Doob-Meyer decomposition of a supermartingale as the difference of a martinga...
AbstractIt has been recognised that order is closely linked with probability theory, with lattice th...
The paper considers a statistical concept of causality in continuous time between filtered probabili...
Given a random time, we give some characterizations of the set of martingales for which the stopping...
AbstractUnder the framework of G-expectation and G-Brownian motion, we introduce Itô’s integral for ...
AbstractGiven a random time, we give some characterizations of the set of martingales for which the ...
Li H. Optimal stopping under $\textit{G}$-expectation. Center for Mathematical Economics Working Pap...
AbstractIn this paper, we study the martingale characterization of G-Brownian motion, which was defi...
This paper studies the impact, on no-arbitrage conditions, of stopping the price process at an arbit...
AbstractQuasidiffusions (with natural scale) are semimartingales obtained as time changed Wiener pro...
Abstract. The main result is a counterpart of the theorem of Monroe [Ann. Probability 6 (1978) 42–56...
Let X be a progressively measurable, almost surely right-continuous stochastic process such that Xτ∈...
In the recent years, several groups have studied stochastic equations (e.g. SDE's, SPDE's, stochasti...
AbstractIn this note we develop the theory of stochastic integration w.r.t. continuous local marting...
Brownian Motion is one of the most useful tools in the arsenal of stochastic models. This phenomenon...
AbstractThe well-known Doob-Meyer decomposition of a supermartingale as the difference of a martinga...
AbstractIt has been recognised that order is closely linked with probability theory, with lattice th...
The paper considers a statistical concept of causality in continuous time between filtered probabili...
Given a random time, we give some characterizations of the set of martingales for which the stopping...
AbstractUnder the framework of G-expectation and G-Brownian motion, we introduce Itô’s integral for ...
AbstractGiven a random time, we give some characterizations of the set of martingales for which the ...
Li H. Optimal stopping under $\textit{G}$-expectation. Center for Mathematical Economics Working Pap...
AbstractIn this paper, we study the martingale characterization of G-Brownian motion, which was defi...
This paper studies the impact, on no-arbitrage conditions, of stopping the price process at an arbit...
AbstractQuasidiffusions (with natural scale) are semimartingales obtained as time changed Wiener pro...
Abstract. The main result is a counterpart of the theorem of Monroe [Ann. Probability 6 (1978) 42–56...
Let X be a progressively measurable, almost surely right-continuous stochastic process such that Xτ∈...
In the recent years, several groups have studied stochastic equations (e.g. SDE's, SPDE's, stochasti...
AbstractIn this note we develop the theory of stochastic integration w.r.t. continuous local marting...
Brownian Motion is one of the most useful tools in the arsenal of stochastic models. This phenomenon...
AbstractThe well-known Doob-Meyer decomposition of a supermartingale as the difference of a martinga...
AbstractIt has been recognised that order is closely linked with probability theory, with lattice th...
The paper considers a statistical concept of causality in continuous time between filtered probabili...
DOI
Add to ORKG