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L{e}vys martingale characterization and reflection principle of $G$-Brownian motion

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 نشر من قبل Xiaojun Ji
 تاريخ النشر 2018
  مجال البحث
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In this paper, we obtain L{e}vys martingale characterization of $G$-Brownian motion without the nondegenerate condition. Base on this characterization, we prove the reflection principle of $G$-Brownian motion. Furthermore, we use Krylovs estimate to get the reflection principle of $tilde{G}$-Brownian motion.



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