Kunita–Watanabe inequalities and Tanaka formula for multi-dimensional G-Brownian motion

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摘要

In this paper, some new properties and interesting estimations of mutual variation process for G-Brownian motion are presented, Kunita–Watanabe inequalities and Tanaka formula for multi-dimensional G-Brownian motion are also obtained.

论文关键词：Mutual variation process,Tanaka formula,Kunita–Watanabe inequalities,G-Brownian motion

论文评审过程：Available online 19 December 2010.

论文官网地址：https://doi.org/10.1016/j.amc.2010.12.059