G-可料过程的Ito积分

The Itô Integral of G-Predictable Processes

可料过程是一种重要的随机过程.本文利用非线性随机分析理论方法,提出了G-可料过程的定义,拟发展次线性期望框架下的可料过程及其相关随机积分,探究了G-可料过程关于G-布朗运动以及G-布朗运动二次变差的Ito积分,得到了与其相关的若干性质.

G-predictable process is an important random process.This paper proposes the definition of G-predictable processes using methods from nonlinear stochastic analysis theory,aiming to develop G-predictable processes and their related stochastic integrals within a sublinear expectation framework.This paper explores the It integral of G-predictable processes with respect to G-Brownian motion and the quadratic variation of G-Brownian motion.Furthermore,it examines several related properties are also examined.