Article ID: | iaor20113317 |
Volume: | 217 |
Issue: | 12 |
Start Page Number: | 5774 |
End Page Number: | 5783 |
Publication Date: | Feb 2011 |
Journal: | Applied Mathematics and Computation |
Authors: | Zhang Defei, He Ping, Yang Xinsong |
Keywords: | Brownian motion |
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.