Article citationsMore>>

Epstein, L. and Ji, S. (2014) Ambiguous Volatility, Possibility and Utility in Continuous Time. Journal of Mathematical Economics, 50, 269-282.
https://doi.org/10.1016/j.jmateco.2013.09.005

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.