TITLE:
Multiple G-Stratonovich Integral Driven by G-Brownian Motion
AUTHORS:
Zou Li, Fangyuan Liu, Yang Li
KEYWORDS:
G-Stratonovich Integral, G-Brownian Motion, Mathematical Induction
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.6 No.11,
November
19,
2018
ABSTRACT: In this paper, we propose the multiple Stratonovich
integral driven by G-Brownian motion under the G-expectation framework. Then
based on G-It? formula, we obtain the relationship between Hermite polynomials
and multiple G-Stratonovich integrals by using mathematical induction method.