In this paper,the authors consider a reflected backward stochastic differential equation driven by a G-Brownian motion(G......

首先,针对一类线性倒向随机微分方程,给出了g-鞅同鞅之间相互联系所满足的充分条件.通过该条件得到了经典的Black-Scholes模型下未......

The objective of this paper is to study the local time and Tanaka formula of symmetric G-martingales.We introduce the lo......