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Peng, S. (2006) G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Ito Type. In: Benth, F.E., et al., Eds., The Abel Symposium 2005, Abel Symposia 2, Springer, Berlin, 541-567.

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.