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  • 标题:Some properties for Itô processes driven by $G$-Brownian motion
  • 本地全文:下载
  • 作者:Xinpeng Li ; Falei Wang
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2017
  • 卷号:22
  • DOI:10.1214/17-ECP78
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要:In this paper, we use partial differential equation (PDE) techniques and probabilistic approaches to study the lower capacity of the ball for the Itô process driven by $G$-Brownian motion ($G$-Itô process). In particular, the lower bound on the lower capacity of certain balls is obtained. As an application, we prove a strict comparison theorem in $G$-expectation framework.
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