Properties of hitting times for GG-martingales and their applications

In this article, we consider the properties of hitting times for GG-martingales and the stopped processes. We prove that the stopped processes for GG-martingales are still GG-martingales and that the hitting times for a class of GG-martingales including one-dimensional GG-Brownian motion are quasi-continuous. As an application, we improve the GG-martingale representation theorems of [7].