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Register a new userLocal time and Tanaka formula of $G$-martingales
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Guomin Liu
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The objective of this paper is to study the local time and Tanaka formula of symmetric $G$-martingales. We introduce the local time of $G$-martingales and show that they belong to $G$-expectation space $L_{G}^{2}(Omega _{T})$. The bicontinuous modification of local time is obtained. We finally give the Tanaka formula for convex functions of $G$-martingales.
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