{"paper":{"title":"Some properties on $G$-evaluation and its applications to $G$-martingale decomposition","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Yongsheng Song","submitted_at":"2010-01-17T03:49:08Z","abstract_excerpt":"In this article, a sublinear expectation induced by $G$-expectation is introduced, which is called $G$-evaluation for convenience. As an application, we prove that any $\\xi\\in L^\\beta_G(\\Omega_T)$ with some $\\beta>1$ the decomposition theorem holds and any $\\beta>1$ integrable symmetric $G$-martingale can be represented as an It$\\hat{o}'s$ integral w.r.t $G$-Brownian motion. As a byproduct, we prove a regular property for $G$-martingale: Any $G$-martingale $\\{M_t\\}$ has a quasi-continuous version"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1001.2802","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}