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Hu, M., Ji, S., Peng, S., et al. (2014) Comparison Theorem, Feynman-Kac Formula and Girsanov Transformation for BSDEs Driven by G-Brownian Motion. Stochastic Processes and Their Applications, 124, 1170-1195.
https://doi.org/10.1016/j.spa.2013.10.009

has been cited by the following article:

• TITLE: Some Important Properties of Multiple G-Itô Integral in the G-Expectation Space

  AUTHORS: Fangyuan Liu, Yang Li

  KEYWORDS: G-Brownian Motion, Multiple G-Itô Integrals, G-Itô Formula, Recursive Relationship

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.6 No.11, November 13, 2018

  ABSTRACT: In the G-expectation space, we propose the multiple Itôintegral, which is driven by multi-dimensional G-Brownian motion. We prove the recursive relationship of multiple G-Itôintegrals by G-Itôformula and mathematical induction, and we obtain some computational formulas for a kind of multiple G-Itôintegrals.