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Cagetti, M., Hansen, L.P. and Sargent, T.J. (2002) Robustness and Pricing with Uncertain Growth. The Review of Financial Studies, 15, 363-404.
https://doi.org/10.1093/rfs/15.2.363

has been cited by the following article:

• 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.