Local time and Tanaka formula for G-Brownian Motion
Lin, Qian
Original · EN
In this paper, we study the notion of local time and Tanaka formula for the G-Brownian motion. Moreover, the joint continuity of the local time of the G-Brownian motion is obtained and its quadratic variation is proven. As an application, we generalize Itᵒ's formula with respect to the G-Brownian motion to convex functions.
English translation
This paper has no Arabic translation yet. Be the first: it takes a few seconds, and the result is stored for every future reader.