| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 6422251 | Applied Mathematics and Computation | 2011 | 10 Pages |
Abstract
In this paper, some new properties and interesting estimations of mutual variation process for G-Brownian motion are presented, Kunita-Watanabe inequalities and Tanaka formula for multi-dimensional G-Brownian motion are also obtained.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Defei Zhang, Ping He, Xinsong Yang,